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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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Buysiders bemoaned the pressure being heaped on them to clear their over-the-counter contracts, noting that while in principle they believe in the benefits, such as improved portability of trades, in practice it is proving costly and disruptive.
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The slew of proposed regulatory reform bills are not as bad as they could have been for the derivatives industry. That was a noticeable sentiment yesterday as industry heavyweights gathered at the International Swaps and Derivatives Association’s 25th AGM in San Francisco.
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On the day when KfW wired EUR300 million to the defaulted Lehman Brothers, it became clear that a new regime for risk control and counterparty risk assessment was imminent. No longer could the middle office operate in an end-of-day or end-of-week environment while the front office operated in real-time. This article illustrates how an institution can significantly enhance its ability to actively manage counterparty credit exposure by using credit default swap information provided by the Credit Market Analysis (CMA) independent CDS data service. It will also introduce CMAs market activity indicators, which provide information that is not contained in CDS pricing, but which can have a significant and valuable impact on counterparty credit assessment.