Markets regulator Sebi on Friday allowed mutual funds to both buy and sell Credit Default Swaps (CDS), a move aimed at ...
Du, Wenxin, Salil Gadgil, Michael Gordy, and Clara Vega. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market." Management Science 70, no. 6 (June 2024): 3808–3826.
credit default swaps, and high-yield-focused total-return swaps. A risk committee reviews the portfolio, assessing market correlations, industry and individual security exposure, and the portfolio ...
The Securities and Exchange Board of India ( SEBI ), has introduced new measures to allow mutual funds to both buy and sell ...
Lower-rated middle-market issuers might struggle to service their loans as declining revenues and shrinking margins put ...
India's markets regulator has allowed mutual funds to both buy and sell credit default swaps (CDSs) under certain conditions, ...
few would have identified Credit Suisse and the US government as the two main drivers of activity in the credit default swap market when the year began. Barclays’ credit traders were well-prepared for ...
James Chen, CMT is an expert trader, investment adviser, and global market ... swap spread equal to the overnight rate plus or minus a pre-calculated spread. Asset swaps hedge currency, credit ...
The Federal Reserve has made its first rate cut in 14 months, with more expected in 2024. Here are the smart money moves to ...
The Securities and Exchange Board of India (Sebi) is expected to soon come out with the regulatory framework for allowing mutual funds in the credit default swap (CDS) segment as deliberations on ...
This compelling inflation-protected bond offering has hit a rough patch. This dynamic positioning includes duration and yield-curve positioning and drives about 60% of the fund’s excess returns ...
A spokesperson for UBS declined to comment. The arrangement, a variation on so-called debt-for-nature swaps, will be UBS’s first foray into a market that has been pioneered by Credit Suisse. The swaps ...