Thomas Aubrey of Fitch Solutions reviews the liquidity of the CDS market over the past two months using a statistical model which assigns a liquidity score to individual credits.
Liquidity in the CDS market in Europe has improved over the last two weeks and is now more liquid than the Americas. This liquidity increase has been driven by two main industries: technology and financials. For the latter, the European Central Bank last week lent over EUR440bn in one-year loans to more than 1,000 banks
The week on Risk.net, July 7-13, 2018Receive this by email