Credit Suisse, Deutsche Bank and JP Morgan expect demand for spread volatility protection on covered bonds
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Credit derivatives articles
Spreads are static and volumes light as EU finance ministers and the Greek government try to reach agreement over bail-out terms
The Indian CDS market, which started trading at the end of last year, will need three years before trades can start being cleared through a central counterparty, says clearing house CRO
The profits of imbalance
Risk perceptions in the eurozone fell today as France and Germany agreed new treaty plans that will sanction fiscally irresponsible member states
Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
A recipe for disaster?
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.