Credit derivatives strategy | Winner JPMorgan

Credit awards 2002


As the credit derivatives market matures, viewing the underlying cash markets in isolation is becoming increasingly inadvisable for fund managers. There are arbitrage opportunities to exploit, and the credit default swap market can provide a useful leading indicator of the direction of spreads. It is perhaps no surprise that JPMorgan has emerged in top place for best credit derivatives strategy in the 2002 poll, given its huge presence in the default swap market.

“Credit derivatives

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