The International Swaps and Derivatives Association has published the first list of monoline obligations for which a monoline insurer is the reference entity.
The list provides information as to the range of obligations that market participants believe may be delivered in the occurrence of a credit event. It will be updated regularly and is intended to remain open for contributions until further notice.
“Publication of the list will help traders with pricing,” says Peter Knowell, head of ABS cor
The week on Risk.net, July 7-13, 2018Receive this by email