Price fixing for derivatives



Banks have successfully tested a system that fixes pricing in credit default swaps. So far four tests have been run with 16 dealer banks as well as Creditex, an electronic inter-dealer broker, and Mark-it Partners, a provider of consensus credit default swap pricing. The tests of the Tradeable Credit Spread Fixings (TCSFs) have been conducted on the Creditex trading platform with Mark-it Partners acting as auditor of the process.

A fixed price is described by those involved as essential for t

To continue reading...

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 indvidual account here: