Credit market front-running needs tackling, says Broadman

Front-running is the practice of taking a position in the market with advance knowledge of an imminent transaction that is likely to influence the market price.

Broadman added that the credit market in Asia would benefit from credit futures contracts. Citing the illiquidity of Asia’s credit markets, he said: “Something needs to happen with the help of an exchange, such as listed credit default swaps [CDSs] with simple binary-type payoffs. That would create a big risk pool and more transparency,”

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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free registration? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a 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