Credit default swap (cds)
UBS in Australia sold off CDS portfolio in fixed income scale-back
Fears relationship between credit indexes and constituents becoming more tenuous
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)
More Credit default swap (cds) articles
New sanctions on specific companies could trigger CDSs and complicate settlement
Sponsored interview: Commerzbank
Finra says year-long approval process revealed "notable outliers"
Second-quarter start date slated by the Japan-based clearing house
Credit derivatives house of the year: Credit Suisse
This paper examines the credit default swap (CDS) market's reaction to operational risk events in the banking industry, and thus addresses the question of the extent to which operational risk affects the...
We extend the work of Hull and White and Kettunen and Meissner and build a credit default swap (CDS) pricing model that includes default intensities and default correlation of all three involved entities,...
Volume 8, Issue 4, 2013
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop tra...
Big loss was accompanied by even bigger capital saving, traders point out. Other banks now working out their own policy on controversial capital charge
Attempts to "defend" CDS positions broke the law, CFTC rules
Pricing the CVA doom loop
New research sheds light on implications of product's role as regulatory capital hedge
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.