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.
Acadia sees numbers around one-third higher than initial count, with fewer set to rely on relief
Transition period falls short of Isda’s 18-month request, Hong Kong mulls similar relief
Temporary publication under SOFR-based methodology could mop up 40% of dollar bond issues
Concerns over one-sided market for term SOFR swaps prompts review of ‘scope of use’ guidelines
Liquidity flips to RFR but laggards struggle with behavioural quirks for contracts referencing overnight rates
Lack of inflation experience on risk teams not a concern, buy-siders say
UK regulator has resisted calls for a synthetic fallback for legacy dollar contracts
Pre-prepared docs would cut unnecessary account fees and reduce risk of trading halts
Rising cost of issuer cross-currency hedges could spur greater adoption of euro risk-free rate
Single stock ‘micro’ hedges have offered more protection in this year’s selloff
Three-quarters of phase six firms do not expect to exchange margin for at least six months
David Mathers was also CEO of the swap dealer entities that housed the bank’s trades with Archegos
KOR Financial expects 30–50% cost savings as participants prepare to adopt US rule rehash
Strict collateral reuse guidelines may restrict popular investment vehicles’ hedging capabilities