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.
New line of fixed indexed annuities will use intraday data for more precise vol targeting
Treasury market saw its largest post-election move since at least 2000 – but liquidity held up
Lloyds follows Santander with last-minute revision to subordinated bond reset clauses
First crop of Eurex inflation swaps trade flat to LCH, but traders predict four-basis point difference as activity builds
Historic move off fed funds discounting leads to trading surge
Secrecy at CME is contributing to volatility ahead of next week’s switch to SOFR discounting
Indicative auction portfolio unveiled by LCH shows discount risk heavily skewed to liquid end of curve
Deluge of one-way risk and kinks in basis swap auctions could derail Libor transition milestone
Pending merger and FCA’s effort to create synthetic Libor rates could sway outcome
Rival Natixis also plans to place parts of its equity derivatives business in run-off mode
Academics propose new credit index that ditches Libor tenors for a single funding spread
Administrators target year-end benchmark trials despite low swaps liquidity
FCA will have little control over how synthetic Libor rates are used in other jurisdictions
Despite posting big losses, funds that track front-month contracts remain popular with investors