Credit derivatives
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The development of an index CCDS product will help market participants hedge counterparty risk, say proponents
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The Indian CDS market, which started trading at the end of last year, will need three years before trades can start being cleared through a central counterparty, says clearing house CRO
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The last months of 2011 saw European banks preparing for the arrival of Basel 2.5 by trying to lighten their risk-weighted assets – but a delay in implementing the same rules in the US has created...
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Credit derivatives articles
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Europe's big banks have endured a rocky month of ratings downgrades, eurozone discord and funding stress
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Dealers claim regulators have cooked up a pro-cyclical credit value adjustment (CVA) capital charge that encourages CVA desks to buy credit default swap protection as a hedge. This could push spreads wider, increasing the CVA capital charge and so prompting...
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Credit default swaps have allowed banks and investors to improve the management of their credit risk, but they may represent a lurking source of contagion in a crisis, argues David Rowe
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Eurozone CDS spreads were back on the rise today after Standard & Poor's warned it could downgrade 15 eurozone member states, including Germany
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Risk perceptions in the eurozone fell today as France and Germany agreed new treaty plans that will sanction fiscally irresponsible member states
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Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
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Broker-dealer hires former Icap credit hybrids team
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