Derivatives head for clearing

livingdead

The establishment of central clearing houses for the credit default swaps (CDS) market promises to deliver significant benefits to hedge funds in the long run.

Central clearing and the eventual move to an exchange environment is expected to cut the cost of trading for hedge funds, while the management of counterparty risk at the clearing house may lead to a reduction in the amount of collateral that needs to be set aside with prime brokers to cover positions.

However, resistance from the major

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here