Correlation Desks Hedge Jump-To-Default Risk
Corporate correlation dealers were busy last week hedging their jump-to-default risk—the risk that a company in a portfolio will default suddenly.
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
