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Creditflux guide: single name CDS
6 years ago
Credit default swaps aren’t used as often as they were, but they are still a quick way for investors to hedge or take a position on names in the credit market -
First three months of 2013 see record breaking CLO total
11 years ago
With spreads at record tights, the first quarter of 2013 shattered the post-crisis high for volumes and brought a $100 billion-plus total for the year within reach -
Stress testing your cocos
12 years ago
Joao Garcia and Nicola Pede look at how to value cocos and argue that the valuation model should cater for related equities and CDS being stressed by a systemic event -
Cracking the coco pricing conundrum
12 years ago
By drawing paralells between cocos and credit derivatives, it is possible to put a rough price on cocos – and a limit on coco issuance -
In defence of the Gaussian copula
13 years ago
It’s been called the model that killed Wall Street, but Jean-David Fermanian argues that the structured credit market’s Gaussian copula model has been unfairly maligned -
Apidos - Credit’s true believers
13 years ago
Few CLO managers can boast they have never failed an OC test. Apidos can, and it wants the world to know about its track record -
Managed synthetics grow up
16 years ago
Managed synthetics grow up
7 results found Showing page 1 of 1
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