Credit default swaps (cdss)
Indexes may be less effective hedges in absence of arbitrageurs
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Credit default swaps (cdss) articles
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
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
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.