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.
Sonia and €STR will be mandated for clearing, while Tonar must wait until liquidity settles
Isda AGM: US insurer says regulators unprepared to accept docs where model approval is obligatory
Isda AGM: Aligning swaps with assorted cash market conventions requires users to weigh liquidity cost
Industry insiders describe a frontier business with few rules – and plenty of questionable practices
US bank claims new Stoxx indexes for 23 single names will slash hedging costs and boost coupons
Regulator-prescribed margin methodology permits six-times leverage on equity swaps
Credit-sensitive SOFR add-on could be included in Isda’s interest rate definitions by mid-April
Swaps used to hedge tough legacy products and some new loans could reference a forward rate
Long-awaited easing of model governance requirements unlikely to take effect by September
Fallback adjustments for US dollar Libor swaps were not fully priced in by the market
Fewer than half of phase five firms have submitted documentation necessary to open custody accounts
Members push for spread adjustment to maintain risk profiles, ignoring warnings of market bifurcation