Market participants are uncertain how to deal with index tranche products referencing the iTraxx credit default swap (CDS) indexes following the restructuring credit event at French media company Th...
Credit default swap 5-year mid-levels for structured products issuers (August 21)
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Credit default swap 5-year mid-levels for structured products issuers (August 17)
The International Swaps and Derivatives Association (Isda) declared the first restructuring credit event to be settled under its Small Bang Protocol on August 12.
Credit default swap 5-year mid-levels for structured products issuers (Wednesday July 29)
The Japanese inflation-linked bond (JGBi) market has rebounded from its lows of last year as fewer investors are liquidating their positions, while some domestic players are starting to buy the heav...
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.