The cost of swaps protecting against a state default of eurozone peripheral states continued to decline today.
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
Credit default swaps on the troubled Irish bank widen by four percentage points
EC bank resolution proposals could result in a bifurcation of the CDS market
Preparing for domestic CDS
Sovereign and corporate CDS tighten as Irish government prepares to announce austerity measures.
Tightening of peripheral CDS continues for third day after Trichet announcement
Peripheral CDS tighten as Trichet raises hopes of more bond purchases
Portugal might be next peripheral to seek help, economist warns, as its CDS hits record high.
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.