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 Madigan...
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
Increasing prices on cross-currency swaps as a result of Basel III’s credit value adjustment charge are making it harder for companies to issue bonds overseas – this is just one example of the fragmentation of global capital markets
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
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.
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