New rules on margining practices could have far-reaching effects on the credit default swap market, argues Fitch Ratings.
Five largest US-based dealers hold 37% of total notional, trade association says
Study shows strong correlation between CDS liquidity and yields on sovereign debt
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit derivatives articles
US financial reform could eventually transform the way the credit derivatives market functions, but while regulators iron out the details of the recent Dodd-Frank bill, market participants are focused on their own operational improvements.
Regulatory overhaul might form the backdrop to the credit derivatives market, but in its shadow traders are going about the daily business of making and losing money. There’s no mistaking the two major themes in the market: liquidity and volatility...
Lawmakers keen to expose examples of how speculators can move government bond markets by manipulating derivatives prices could do worse than look at the emerging markets, where sovereign CDS activity is more widespread and longstanding than in developed...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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