Easy as ABCDS

asset-backed securities


Credit default swaps on asset-backed securities, otherwise known as ABCDS, are a relatively new phenomenon. While the market has been talked about for a number of years, trading volumes have been slim, hampered by a lack of standardized documentation and definitions.

Market estimates put the size of the ABCDS market at around 5% of the overall credit derivatives market, which stood at $8.4 trillion at the end of 2004, according to the latest figures from the International Swaps and Derivatives

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