Weighing up the credit risks
As the interest in credit derivatives grows, we unravel some of the technical applications of such products
Credit derivatives have been a rapidly growing market and liquidity has increased to the extent that banks ' formerly the major user of credit derivatives ' now represent less than 50% of the trading in these instruments.
Hedge funds, insurance companies, and others now represent the majority of traders in this market.
The basic credit derivative product is the credit default swap (CDS). Think of
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