An emerging force in CDS
A growing number of emerging market investment managers are turning to the credit default swap market to take advantage of discrepancies in the maturity profile of emerging market debt. Julian Evans asks whether this trend is likely to catch on
Source: Credit | 01 Dec 2004
Categories: Credit Derivatives, Regulation
Topics: Emerging markets
Send to a friend
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
