Contingent swaps
Risk solutions house of the year: Santander Corporate & Investment Banking
Risk Awards 2022: Multi-jurisdiction transactions saw the bank solve three-way currency conundrum and take on litigation risk
Brexit disruption, fire sales and climate risk
The week on Risk.net, October 5–11, 2019
Deal misfires expose risk of contingent hedging
Banks hike premiums on deal contingent swaps amid Brexit uncertainty
China M&A boom presents unique hedging headaches
Crackdown on ‘fake’ deals adds to risk in contingent hedges
M&A mania: deal-contingents re-emerge but risks remain
Price of forex hedges plummets as dealers flock to offer high-risk, high-reward product
Contingent credit default swaps: accurate and approximate pricing
This paper analyzes the pricing of contingent credit default swaps.
Icap closing credit hybrids business
Closure of quanto and contingent CDS desk triggers departures