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.
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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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.