After a false start in 2007, when the Chicago Board Options Exchange previously unveiled credit event binary options, the product is back – with a few crucial tweaks
Downgrade triggers spread widening across the eurozone, including 10% leaps for France and Germany
More Credit derivatives articles
Expectations of a Greek debt restructuring are growing, but there are concerns credit default swap (CDS) contracts will not be triggered – something that could have a severe impact on the CDS market. Are these fears justified? Mark Pengelly investigates...
Draft text would allow uncovered CDS but sketches out new reporting regime that could spook hedge funds
Credit analysts predict drop in credit default swap spreads under new bank resolution regimes
Complex fixed-income structures and hybrid products are finding an increasing significance among regional investors, with demand coming from private individuals, macro asset managers and sovereign wealth funds. The Asian market is estimated at $50 billion,...
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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