British Airways (BA)

Bilateral counterparty risk with application to CDSs

Previous research on credit valuation adjustments (CVAs) with correlation between underlying and counterparty default, including volatilities of both, assumed unilateral default risk. However, the crisis prompted counterparties to ask institutions to…

Flight plan

British Airways' Group treasurer, George Stinnes, talks to Alexander Campbell

Dow Jones unveils Trac-x Europe high-yield index

Dow Jones Indexes today gave details of the portfolio for the new Dow Jones Trac-x Europe high-yield index. The index consists of the 25 most liquid European high-yield credit default swaps, and contains many well-known names such as British Airways,…

Strong Q2 causes BA protection cost to narrow 200bp

The cost of credit protection for British Airways (BA) has tightened by 200 basis points to 725bp following surprisingly strong second-quarter earnings figures released yesterday. The airline beat market expectations by pulling off a financial turnaround…

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