Switch To Upfront CDS Could Affect CSO Hedging
Switching to trading single-name credit default swaps upfront could affect the way collateralized synthetic obligations are hedged, according to Barclays Capital.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts
