The outlook for credit derivatives in a changing regulatory landscape.
More Credit derivatives articles
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...
The European Commission backed away from a ban on naked sovereign credit default swaps in September, instead proposing fresh disclosure requirements. The move was met with relief from dealers, but elements of the rules are unclear. Mark Pengelly reports...
Local jump intensity models, in which the volatility of a Lévy process is made spot-dependent, are difficult to parameterise and calculate. However, they are an important ingredient of credit barrier models, in which the firm value is modelled as a geometric...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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