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.
Investors that rolled futures contracts before companies axed AGMs “could have lost a lot of money”
A popular relative value strategy delivered unexpected profits when companies axed payouts
Associations warn phase five deadline may no longer be possible for hundreds of buy-side firms amid Covid-19 disruption
Dollar Ice swap rate fails to publish in March rout; patchy Sonia Clob prices could delay term rates
Eight-day closure would invoke subjective valuation clauses; hedge disruption could cancel trades
Eurostoxx and Nikkei losses flip structured product dealers into painful short vol territory
UK regulator urges derivatives users to accept Isda swap fallbacks to ensure compliance with benchmark law
UK to align with US in effort eliminate interest calculation mismatches and turbo-charge adoption
Index-friendly coupon structure touted as a template for future issuance in the UK market
‘Game-changing’ IM exchange threshold relief may not be the phase five free pass it first appears
French dealer lodges winning bid after missing out on flow equity portfolios last year
Lack of consensus would add pre-cessation option to post-cessation protocol for bilateral swaps
Conflicting custody interests and delayed docs call IM phase five readiness into question
Minimal non-representative lifespan opens door for rerun of Isda trigger consultation
Nomura is developing new software services to supplement trading profits
Consent solicitation aims to flip one-year Libor-linked grace period on fixed instruments to RFR