Credit default swap index positions often represent a large notional exposure, and while they have not added materially to its overall spread risk, these stakes introduce basis risk to the portfolio.
Credit markets face challenges, but opportunities exist in corporate bonds and cheap optionality.
Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of a default - widened to 49 basis ...
A credit default swap is a type of swap designed to transfer the credit exposure of fixed-income products. It can reference either a single name or an index of names. For the duration of the contract, ...
International credit markets’ immediate reaction to the prospect of Donald Trump winning the US presidential election is to ...
An index of credit default swaps in the European financial sector, the cost of insuring against default on “junior” bank debt and effectively a measure of counterparty risk and stress in the ...
The credit default swap index recorded its highest daily trading volumes in roughly five months. Its European equivalent also ...
Carl Icahn’s private hedge fund cut its losses in the third quarter. But it remains in the red.
Find insight on Banca Monte dei Paschi di Siena, DBS and more in the latest Market Talks covering financial services.
Credit default swap index positions often represent a large notional exposure, and while they have not added materially to its overall spread risk, these stakes introduce basis risk to the portfolio.
Spreads on U.S. one-year credit default swaps (CDS) - market-based gauges of the risk of a default - widened to 49 basis points on Thursday, according to S&P Global Market Intelligence data ...