Investors in credit default swaps (CDS) could find their holdings unexpectedly affected by corporate spin-offs and de-mergers, rating agency Fitch has warned.
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Fitch articles
Fitch Ratings is aiming to introduce a new service for evaluating market risk in synthetic collateralised debt obligations (CDOs) in the next three months, which it will announce tomorrow. The rating agency will offer a mark-to-model market risk service...
Hybrid collateralised loan obligations (CLO) deals with a leverage loan credit default swap (CDS) component are increasing in number, according to Vishwanath Tirupattur, a New York-based vice-president at Morgan Stanley, who spoke at Fitch Ratings’...
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.
India’s non-performing asset (NPA) securitisation market is set to grow from present levels, according to a report by Fitch Ratings. This will help the sub-continent’s banks to resolve over IRp600 billion ($13.5 billion) of NPAs sitting on their balance...
There is likely to be an increase in the issuance of collateralised debt obligation (CDO) issuance in the Asia-Pacific region in 2006, rating agency Fitch said in a new report.
Fitch Ratings has placed 40 tranches from 15 public collateralised debt obligations (CDOs) and 33 tranches from 24 private CDOs on negative rating watch. The total exposure of these rated transactions is €1.27 billion.
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.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014