Eurozone sovereign debt insurance cheapens
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Credit derivatives articles
The German bank was not the only dealer to have temporarily put a stop to eurozone sovereign credit default swap trading
European commissioner Michel Barnier says legislation in works requiring credit default swaps to be registered and made fully transparent; follows criticism of investors from European leaders
Widening continues on eurozone CDS spreads as Australian banks feel the pinch from the Greek debt crisis
Stability returns to CDS spreads across the eurozone in early morning trading, but some mixed news for Spain
Tightening continues on eurozone CDS spreads in a sign of improving market confidence
It was a hectic start to the week for CVA traders, as the eurozone bailout shrank the exposures many faced, leaving them over-hedged.
Credit Suisse has appointed Stewart Whitehead as head of flow credit trading and credit default swaps for central and eastern Europe, the Middle East and Africa. Based in London, Whitehead took up this...
News of a massive EU rescue package has boosted market confidence in European sovereign and bank debt.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.