BIS quantifies CDS data for the first time

The Bank for International Settlements (BIS) has broken down its semiannual credit derivatives data to reveal volumes in credit default swaps (CDS) for the first time. At the end of 2004 notional amounts of CDS outstanding were $6.3 trillion, making up three-quarters of all credit derivatives volume ($8.4 trillion), as quantified by the International Swaps and Derivatives Association.

Nearly half the CDS total, $2.7 trillion, represents bank-to-bank dealing. In terms of maturity of the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here