Isda AGM: Rate of decrease in CDS notional falls

wooden-abacus-black-and-white-beads

The fall in notional - encompassing CDSs on single names, baskets and portfolios of credits and indexes - was the lowest since the financial crisis took hold during the second half of 2008. Notional volumes dropped by just 3% to $30.4 trillion in the six-month period to December 31, 2009. That is significantly less than the 29% drop seen in the last six months of 2008, as well as the 19% reduction reported in the first half of 2009.

The $30.4 trillion CDS notional reported in the latest survey i

To continue reading...

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 indvidual account here: