UBS in Australia sold off CDS portfolio in fixed income scale-back
Fears relationship between credit indexes and constituents becoming more tenuous
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Credit derivatives articles
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Standard & Poor's found to owe duty of care with CDO ratings
Kicillof comments mean contracts can be extended, law firm argues
Finra says year-long approval process revealed "notable outliers"
Credit derivatives house of the year: Credit Suisse
Pricing the CVA doom loop
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...
Abuse of power?
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.