Markit launches CDS of ABS spread service

London-based data provider Markit has launched a daily service providing fair-value spreads for credit default swaps (CDSs) referenced to certain asset-backed securities (ABSs) in North America. The firm says the daily fair-value CDS of ABS spread facility will provide independent spreads for research, mark-to-market and valuation purposes. It also claims the service will aid clients in meeting mark-to-market accounting requirements under FAS 157.

Markit will receive daily feeds on CDSs of

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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