Credit default swap spreads in Europe have remained relatively tight this week despite falling equities. The trend is being supported by the current dislocation between credit and equity, and also c...
Default swap curves for volatile European corporate issuers, including France Telecom and Fiat, have flattened out, according to Chris Francis, a credit derivatives analyst at Merrill Lynch in London.
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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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.