Credit event
Isda AGM: CCPs invited to join determinations committees
Published online only
Source: Risk magazine
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
Published online only
Source: Risk magazine
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Published online only
Source: Risk magazine
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say...
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More Credit event articles
CBOE relaunches credit event binary options
Original headline:
Source: Credit
After a false start in 2007, when the Chicago Board Options Exchange previously unveiled credit event binary options, the product is back – with a few crucial tweaks
CDS trading in MENA region spikes, despite lack of deliverable obligations...
Published online only
Source: Credit
Heightened geopolitical risk in the Middle East and North Africa has led to increased CDS trading on the region; the driver of which is speculative rather than a desire for protection
Investors seek tail risk funds to cover 'black swan' events
Original headline:
Source: Credit
Fear of extreme events has spawned a number of dedicated tail risk funds since the global financial crisis. Credit examines what the current major risks are and whether institutional investors need to employ specialist funds to hedge them.
EC bail-in proposals could result in two-tier CDS market
Published online only
Source: Risk magazine
EC bank resolution proposals could result in a bifurcation of the CDS market
Credit investors up in arms over lax covenants
Published online only
Source: Credit
Investors are complaining that documentation for high yield bond deals has become increasingly opaque and poorly structured, making it difficult to gauge the level of risk. Will the glut of high yield supply that is set to hit the market over the coming...
Thomson auction settlement moves closer after contract listing
Published online only
Source: Credit
Isda has published the provisional list of deliverable obligations necessary for auction settlement on media and electronics firm Thomson. The Isda credit derivatives determinations committee ruled on August 12 that a restructuring credit event had...
Thomson default triggers first 'Small Bang' credit event
Published online only
Source: Credit
The International Swaps and Derivatives Association (Isda) declared the first restructuring credit event to be settled under its Small Bang protocol on August 12. A majority of 13 of the 15 members of Isda's Credit Derivatives Determinations Committee...
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