to offer free credit derivatives pricing

JP Morgan Chase and RiskMetrics Group plan to launch a website this month offering free, indicative prices for credit derivatives. will provide benchmark prices for five-year default swaps, using the firm-value model described in a technical article by George Pan, vice-president in credit derivatives research at JP Morgan, in the November 2001 issue of Risk.

Deutsche Bank and Goldman Sachs also back the project, though they had not finalised their contracts as Risk went to press

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.

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