CVA Desks Tap Croatia Quanto CDS

12 Apr 2012

Credit valuation adjustment desks have been buying quanto credit default swaps on Croatia, the first such instruments traded on the underlying, according to traders.

Credit valuation adjustment desks have been buying quanto credit default swaps on Croatia, the first such instruments traded on the underlying, according to traders.

The trades have emerged on expectations that the country’s upcoming U.S. dollar-denominated bond issuance will be swapped into euros after the country joins the ...

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