Isda: 38% rise in credit derivatives notional in first half of 2007
The notional amount of outstanding over-the-counter credit derivatives grew by 32% in the first six months of the year, reaching $45.46 trillion in mid-2007, according to the International Swaps and Derivatives Association.
Isda’s 2007 mid-year market survey of OTC credit derivatives, which includes single-name credit default swaps, CDS indices, baskets and portfolios, found that the total
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