Credit derivatives
Shaking things up: geopolitics and the euro credit risk measure
Gravitational model offers novel way of assessing national and regional risks in new world order
CDS panel revamp wins support, but questions linger
Role of independent members, transparency and funding of enhanced committee yet to be decided
Intrum auction gives CDS buyers minimal payout
Outcome seen as success for market that needed to adjust auction terms amid ongoing restructuring
CDS market awaits uncertain Intrum auction result
Swedish firm’s restructuring deal limits flexibility in settling contracts, risking curbs on payouts
Junk-rated CDS clearing rates slid in H1 2024
Shift away from CCPs concentrated in sub-investment grade multi-name products
The path to operational resilience begins with reliability and risk management
The challenges Apac financial services firms face enhancing operational resilience and leveraging data and hybrid cloud
Record share of OTC trades eschews interdealer, CCP channels
More than one-fourth of global notional involves a single dealer and is not cleared, BIS data shows
OTC derivatives hit $730 trillion peak in H1 2024
Interest rate and FX derivatives drive notional spike
Credit risk transfer, with a derivatives twist
Dealers angle to revive market that enables them to offload counterparty exposures, freeing up capital