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.
One-third short sterling plunge in open interest on CurveGlobal may signal more capital-sensitive times
Test finds wide range of 4,000 Libor euro contracts examined could end up in the flagging Eonia rate
Addition of sixth compliance phase looks set to slash September 2020 in-scope entities by more than half
Harshest of three ideas to shift market to Sonia would largely ban Libor collateral from its market ops
Risk Live: Unlike Libor, the market has a say in them. (Though they may not be real term rates, executive muses)
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