Credit default swaps
Buy-side battle
Central clearing has dominated the agenda of credit derivatives dealers this year. With regulators pushing for buy-side firms to have access to clearing platforms, dealers and clearing houses are finding there is a great deal of work still to be done…
CDS: Spreads widen on G20 financial reform concerns
Credit default swap 5-year mid-levels for structured products issuers (September 2)
Credit spread shocks: how big and how often?
The second half of 2007 saw violent moves in credit spreads. In the fallout, there has been much discussion about how to estimate the probabilities of these severe events, but few conclusions have been obtained beyond the fact that historical data is…
CDS: Spreads widen tracking stocks
Credit default swap 5-year mid-levels for structured products issuers (September 1)
CDS: Citi, BoA lead rally
Credit default swap 5-year mid-levels for structured products issuers (August 28)
Financial CDS spreads stable
Market sentiment towards financials has been steady over the past week, with the cost of credit protection largely unchanged on US and European banks.
CDS: Citi, MS lead spreads wider
Credit default swap 5-year mid-levels for structured products issuers (August 27)
CDS: Narrowing trend continues
Credit default swap 5-year mid-levels for structured products issuers (August 26)
CDS: Spreads narrow again
Credit default swap 5-year mid-levels for structured products issuers (August 25)
Thomson restructuring causes headache for CDS index tranches
Market participants are uncertain how to deal with index tranche products referencing the iTraxx credit default swap (CDS) indexes following the restructuring credit event at French media company Thomson, which was a member of the indexes.
CDS: Spreads narrow on better-than-expected US housing data
Credit default swap 5-year mid-levels for structured products issuers (August 21)
CDS: US banks lead spreads narrower
Credit default swap 5-year mid-levels for structured products issuers (August 18)
CDS: Spreads widen on weak Japan and falling US data
Credit default swap 5-year mid-levels for structured products issuers (August 17)