Articles by Helen Bartholomew
Non-cash collateral jump spurs tri-party VM expansion
BNY, Euroclear and JPM extend collateral platforms to variation margin as bonds and equities gain traction
For variation margin payments, cash is no longer king
Dealers are being pressed to accept corporate bonds and even equities as collateral for non-cleared trades
Deutsche Bank casts a cautious eye towards agentic AI
Risk Live: “An AI worker is something that is really buildable,” says innovation and AI head
Trump getting stuck in Washington ‘swamp’, says Scaramucci
Risk Live: Former White House comms director says lobbyists have become effective constraint on Trump agenda
Bankers feeling even more bullish after tariff selloff
Risk Live: “This is a powerful bull market that has legs to run,” says former Credit Suisse CIO
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Emir rule delay leaves Simm paperwork gathering dust
Mid-year refresh triggers Emir 3.0 authorisation process despite unfinished regulatory standards
Did tariff rout expose ‘autocallification’ in US dividend futures?
Bank of America cites curve flattening and beta surge as evidence of autocall hedging
Back-to-back hedging is back on the table for autocall issuers
Deal activity is picking up as prop shops compete with hedge funds for structured products risk
Novel risk-off CTA strategy passes tariff test
Ai for Alpha’s defensive approach to trend following worked as planned in April turmoil
SG’s Ungari swaps research for structuring in new QIS role
Veteran researcher and strategist ‘putting things into action’ with new remit
Repo clearing rule could raise SOFR volatility – OFR analysts
Analysis of 2022 data finds large divergence in tail rates but no change in median
The end of the world, or an artificial crisis?
Bimodal tariff threat leaves investors grappling with uncertainty