Plans to reshape the US single-name credit default swap (CDS) market are causing concerns among some credit portfolio managers, due to a limit on their ability to get capital relief for hedges under Basel II.
Author: Mark Pengelly
Source: Risk magazine
| 25 Feb 2009
Categories: Clearing, Regulation
Topics: Citi, Xerox, Conseco, European Union (EU), International Swaps and Derivatives Association (Isda), Liz Claiborne
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