Central clearing costs nine basis points, says Deutsche Bank

Tuesday, November 12, 2013

The additional costs associated with central clearing of single name US CDS are nine basis points, calculates Deutsche Bank.

Comment by: Anonymous. Posted 10 years ago [2013-11-13 00:27:26]

9 bps is huge! If true, this is miserable. Isn't it more likely we'd see a problem with central clearing in bid-offer spreads and in traded volume rather than executed level, though?

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