A new road to recovery

Emerging markets

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In times of distress, when a country loses access to markets, there is evidence that credit default swap (CDS) spreads are a better indicator for sovereign risk than indexes such as the EMBI+ sub-index for the country.

However, it is not easy to discern the variables that determine the level of CDS spreads in emerging markets – traders only quote the CDS spreads and not the inputs required to calculate such spreads.

In this article, we consider some evidence from Argentina and

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At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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