Helen Bartholomew is editor-at-large, Emea for Risk.net, based in London.
Prior to joining Risk.net, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she reported on debt and equity capital markets.
Helen holds a bachelor’s degree in anthropology from the University of Durham, UK.
Regulator-prescribed margin methodology permits six-times leverage on equity swaps
Credit-sensitive SOFR add-on could be included in Isda’s interest rate definitions by mid-April
Swaps used to hedge tough legacy products and some new loans could reference a forward rate
Long-awaited easing of model governance requirements unlikely to take effect by September
Fallback adjustments for US dollar Libor swaps were not fully priced in by the market
Fewer than half of phase five firms have submitted documentation necessary to open custody accounts
Members push for spread adjustment to maintain risk profiles, ignoring warnings of market bifurcation
Volatility products could see more wild swings as dearth of vol sellers exacerbates spikes
Deal will help data standardisation efforts and cut outsourcing risk in Simm calculation service
Wild retail trading sees calls sink below intrinsic value ahead of expiry as puts break spot correlation
Synthetic Libor powers set for spring consultation as fallbacks become effective and IBA analyses cessation feedback
First deals linked to new benchmarks are likely to be in trade finance
Mid-2021 clearing, margin thresholds loom as LME, Ice futures lose exchange-traded status in EU