Loan credit default swap index (LCDX)
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Loan credit default swap index (LCDX) articles
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.
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.