credit default swaps
Product structurers must continue to develop innovative credit derivatives products to keep people interested in credit, according to Bob Janjuah, ABN Amro's global head of credit strategy.
Inter-dealer broker Prebon Yamane is planning to open a credit derivatives desk in the US, following its setting up of Asia-Pacific and Europe credit derivatives trading desks.
credit default swaps
The Basel Committee's widely anticipated ditching of restructuring as a required credit event for capital relief in its forthcoming third consultation paper on Basel II, will not bring to an end the heated debate between hedging banks and investors over…
The Basel Committee’s widely anticipated ditching of restructuring as a required credit event for capital relief in its forthcoming third consultation paper on Basel II, will not bring to an end the heated debate between hedging banks and investors over…
The International Swaps and Derivatives Association (Isda) has finally released its 2003 credit derivatives definitions, which take effect on March 17.
The notional value of credit derivatives contracts now tops $2.3 trillion, according to Risk ’s third annual survey of credit derivatives dealers.
Gerd Häusler, director of the international capital markets department at the International Monetary Fund (IMF), today highlighted that too little is known about where credit risk ultimately resides in the financial system.
Japan’s credit derivatives dealers have opted to drop ‘obligation acceleration’ and ‘repudiation/moratorium’ from the list of credit events for standard credit default swap transactions, bringing Japan in line with the European and US credit derivatives…
Credit Agricole Indosuez has hired Medes Ma as credit trading manager in its credit derivatives team in Hong Kong, according to Loïc Fery, head of credit derivatives Asia.
US Federal Reserve Chairman Alan Greenspan’s testimony before Congress today indicated that the Fed does not plan to raise interest rates any time soon and this, along with signs that the US economy is strengthening, caused spreads in the credit…
Term structure of credit