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.
Compression efficiency in SGX Nikkei 225 options could be as high as 50%, Capitalab says
CCP adapted risk models to start clearing new swaps and plans quick switchover to SOFR discounting
Canadian bank showed US market can handle compounded coupons
On ESG, Europe leads the US, new products are sprouting and sourcing of metals is being examined
Thin liquidity in SOFR swaps imperils reference rate for $40 trillion swaptions market
Note issuers fear losses after relabelling of swap contracts creates subordination discrepancy
Isda plans to consult on what to do if a benchmark is no longer representative of underlying markets
Proposals to fix RPI methodology flaws are back on the agenda, but traders have been caught out before
While sterling shifts to Sonia, efforts to save Euribor create euro multi-rate uncertainty
US index loss, dislocations and weak demand produce worst equity trading results in a decade