CSFB/Tremont set to add credit to its index series

- By Risk Staff
- 04 Mar 2005

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Index claculation agency and database provider CSFB/Tremont is considering adding the very popular credit hedge fund strategy to its series of indices.

Currently, credit strategies are represented to the largest extent in the index in the event-driven category. That category, which is one of 10 in the index, covers corporate strategies focusing on distressed securities, high yield debt, Regulation D (structured discount convertibles) and risk arbitrage.

"There is scope to break out credit into a

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