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
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.
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.