Credit default swaps
Irish credit rating downgraded while CDS spreads fall across eurozone
Meanwhile, Egyptian spreads narrow despite ongoing political turmoil
Egyptian CDS spreads widen as political turmoil continues
Fitch downgrades Egyptian credit rating as protests spread across the country
Dealers at odds with CME over use of third-party marks
One major dealer says it may reassess CME membership, while others also raise concerns about the CCP’s willingness to allow clearing members to use third-party marks
IMF uneasy on nagging weakness of eurozone’s banks
Fund’s Global Financial Stability Report and World Economic Outlook updates show concern over insufficiency of eurozone stress tests, links between banking and sovereign risks
Portugal bucks downward CDS trend
Debt protection costs continued to decline across most of Europe, but Ireland and Portugal are moving in the opposite direction
Eurozone peripheral CDSs keep tightening
CDS spreads on eurozone peripheral sovereigns continued their downward trend today
Eurozone CDS spreads continue narrowing trend
Debt protection costs on eurozone peripherals declined again, while fears of Egyptian unrest remain
EC bail-in proposals could result in two-tier CDS market
EC bank resolution proposals could result in a bifurcation of the CDS market
Ups and downs for eurozone CDSs
Mixed fortunes in CDS market as Spain and Italy see successful bond auctions
CDSs on eurozone periphery fall for third day
In the wake of Portugal’s successful bond auction of almost €1.25 billion yesterday, credit default swaps (CDSs) on eurozone sovereigns continue to trade down
CDS spreads fall for eurozone sovereigns
Debt protection costs tumble across the eurozone, but analysts continue to warn of sovereign default risk
Emerging markets
Special report
China sets scene for credit derivatives
China gets credit
Credit derivatives house of the year: Credit Suisse
Risk awards 2011
Derivatives research house of the year: Deutsche Bank
Risk awards 2011
Credit portfolio manager of the year: HSBC
Risk awards 2011
Hedge fund of the year: Paulson & Co
Risk awards 2011
Clearing house of the year: LCH.Clearnet
Risk awards 2011
Haircut fears push up bank CDS prices
Spreads on the credit index for senior European financials widen as EU releases burden-sharing consultation paper
Debt protection cost on Irish financials increases over holidays
CDS spreads for Irish banks widen over holiday period, while peripheral EU states remain steady
Hedging spurs growth in credit swaptions
Market jitters and lower bid/offer spreads promote growth in credit swaptions
Credit default risk of Germany reaches new high
Debt protection costs rise across eurozone peripherals
Preparing for domestic credit derivatives in India
Preparing for domestic CDS