Credit Suisse has remained focused on the structured credit market while others have retreated – and racked up a record-breaking performance in 2013 as a result
The credit valuation adjustment charge in Basel III allows capital relief for credit default swap (CDS) hedges. But once a product has a new use, it creates new demand – and prices must change. That...
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More Credit derivatives articles
New research sheds light on implications of product's role as regulatory capital hedge
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter Madigan reports
Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green incorporate this into a pricing model for CDSs,...
The European Commission believes the largest derivatives dealers used their influence to prevent exchange trading of credit default swap contracts between 2006 and 2009 – and as new derivatives trading venues prepare to launch, some have similar complaints....
Temporary rules for portfolio margining by clients are set to expire in December. Hedge funds say they will stay on the sidelines until they know what happens next
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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