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7 results found Showing page 1 of 1

  • Creditflux guide: single name CDS
    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

    6 years ago

  • First three months of 2013 see record breaking CLO total
    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

    11 years ago

  • Stress testing your cocos
    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

    12 years ago

  • Cracking the coco pricing conundrum
    By drawing paralells between cocos and credit derivatives, it is possible to put a rough price on cocos – and a limit on coco issuance

    12 years ago

  • In defence of the Gaussian copula
    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

    13 years ago

  • Apidos - Credit’s true believers
    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

    13 years ago

  • Managed synthetics grow up
    Managed synthetics grow up

    16 years ago

7 results found Showing page 1 of 1

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