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.
Volatility products could see more wild swings as dearth of vol sellers exacerbates spikes
Deal will help data standardisation efforts and cut outsourcing risk in Simm calculation service
Wild retail trading sees calls sink below intrinsic value ahead of expiry as puts break spot correlation
Synthetic Libor powers set for spring consultation as fallbacks become effective and IBA analyses cessation feedback
First deals linked to new benchmarks are likely to be in trade finance
Mid-2021 clearing, margin thresholds loom as LME, Ice futures lose exchange-traded status in EU
Consultation on use of new benchmark clout may not limit safety-net rates to economic realities
Decision to exclude US dollar Libor from cessation plan is being treated as effective extension
Long-awaited proposal must be replicated by US and UK to be effective, participants say
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