Credit default swaps (cdss)
Indexes may be less effective hedges in absence of arbitrageurs
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Credit default swaps (cdss) articles
Kicillof comments mean contracts can be extended, law firm argues
This paper quantifies and explains the valuation differences between credit default swaps (CDSs) and corporate bonds from a sample of European investment-grade firms. Based on all information gained through...
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
SEC study finds large portion of clearing-eligible CDS still trading bilaterally
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
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.