Crossing the boundaries

trading technology

The market for credit default swaps continues to grow.

FT Mandate reported last year that notional outstanding rose to $12,400bn in the first half of 2005 from $8400bn in the second half of 2004; the International Swaps and Derivatives estimates that the CDS market is now up to $14,000bn in notional amount.

With the growth of the CDS market, there are now time series of liquid, traded and tradable prices of these spreads.

And this new addition sits well with the new cross-asset strategies that are

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here