TriOptima cuts CDX legacy tranche notionals by 56%

A new compression methodology for non-standard index trades has reduced notional outstandings on relevant CDX instruments of some 56%, says TriOptima

TAGS: CDS

Comment by: Anonymous. Posted 10 years ago [2013-10-29 22:41:51]

Well done, TriOptima. Portfolio compression has been a great idea. I wonder if there's something analogous for hypothecated collateral?