Credit default swaps index
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter...
Over $600 billion in index CDS volume switches to new venue where dealers guarantee liquidity to each other
More Credit default swaps index articles
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports
Turning borders into barriers
Dealers worry about the impact on liquidity unless single-name and index trades can be margined together
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
S&P Indices launches equally weighted proxies that measure the quality of US and European banks in conjunction with Isda, the trade body for the global OTC derivatives industry
The LCDX index of North American loan credit default swaps (LCDS) saw trades totalling over $11 billion notional during its debut on May 22, according to London-based data provider Markit.
CDS IndexCo and Markit have launched CMBX, a range of synthetic credit default swap (CDS) indexes of US commercial mortgage-backed securities (CMBS), which will trade from today.
Dow Jones Indexes, Markit and CDS IndexCo, a consortium of 16 investment banks, have signed agreements to govern the licensing, marketing and calculation of the Dow Jones CDX indexes.
Credit default swaps (CDS) indexes Dow Jones Trac-x and iBoxx are set to merge their North America and emerging markets indexes, the parties involved said late yesterday. The new indexes are to be c...
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