Buy-side market participants are expecting increased operational costs when new regulation on central clearing of CDS contracts is implemented
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Revised rules replace laborious consent-then-confirm novation process
Morgan Stanley is said to have acquired the bulk of an €8.6 billion portfolio of complex credit derivatives from Natixis last month.
In 2008 and 2009, the calibration of the standard Gaussian copula model for collateralised debt obligations has frequently broken down. To overcome that problem, Martin Krekel has embedded the model...
The world is watching nervously as sovereign debt is rocked by fiscal and economic crises in the eurozone.
Shorting shares and bonds could be restricted or even banned under new EC proposals, but naked credit default swaps are safe for now.
Credit fund veteran Mark Okada says Bafin restrictions on short selling have increased market volatility
European Parliament committee calls for a smaller derivatives market, citing "distorting" effect.
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