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Market rout drives US/Europe credit convergence, as Brazil leads Latin widening
5 years ago
Credit spreads have sharply widened globally as financial markets are being rocked by concerns for a trade war and rising US rates. An equity-led rout in the US yesterday afternoon -
Isda and Linklaters roll out test version of initial margin docs service
5 years ago
Five and a half months of partnership between the International Swaps and Derivatives Association and Linklaters has borne fruit, with the launch of a test version of an online tool that will allow firms to electronically negotiate and execute initial margin (IM) documentation -
CFTC to loosen cross-border rules for swaps
5 years ago
The US Commodity Futures Trading Commission (CFTC) is looking to ease its cross-border swaps regulation -
Tesla CDS hits big bump on largely self-driven woes
5 years ago
Tesla Motors’ five-year credit default swap is at a widest-ever print of 21.3/23.3 points up front going into the week -
IHS Markit launches derivatives initial margin calculator
5 years ago
IHS Markit has launched an Initial Market Calculation Service to help market participants prepare to meet regulatory requirements for non-cleared derivatives trades across credit, commodities, equities, FX and interest rates -
CBOE launches first ever US high yield corporate bond index futures
5 years ago
CBOE Global Markets has launched trading of US high yield corporate bond index futures -
CBOE touts first US high yield corporate bond index futures
5 years ago
CBOE Global Markets will launch trading of US high yield corporate bond index futures next month -
CSO investors can use 'hedges from leftfield' for longer exposure - QIS podcast
5 years ago
Quantitative investment strategies, an area typically more associated with equity markets, are opening up new possibilities for credit investors and are a growing part of trading activity -
Central clearer resource concentration puts systemic risk in spotlight
5 years ago
A joint study by regulators has revealed that default resources are increasingly concentrated in just two central counterparties -
Steep climb: dealers and investors cross-examine merits of five-year CSOs
5 years ago
The market for bespoke tranches of credit synthetic obligations (CSOs) looks set for further year-on-year growth, but this could depend on expanding activity to longer tenors -
Alarm sounds on margin rules as small funds look to make early inroads
5 years ago
A fast-approaching 1 September regulatory deadline for phase three market participants to apply initial margin (IM) to derivatives trades looks set to pass without serious mishap, according to lawyers and the International Swaps and Derivatives Association -
Trimming hedge costs with a mark-to-market approach
Credit default risk is usually hedged with equity options. But Avino and Salvador believe that hedging using changes in the market value of credit exposures is a cost-effective alternative -
LCH expands into US with CDSClear as JP Morgan goes live
5 years ago
CDSClear, the Paris-based credit default swap clearing house of LCH, has expanded its reach into the US with JP Morgan becoming the first US bank to offer client clearing -
Strengthen CDS definitions to stop engineered defaults, say lawyers
6 years ago
The likelihood of stamping out manipulation in the credit default swaps market – namely the practice of staging credit events – is remote, say market sources -
CIFC moves into US high yield with unique long/short credit strategy
6 years ago
US high yield credit is hardly top of the agenda for fund managers at the moment, but CIFC Asset Management is taking a two-pronged approach to building out a new business line in this area -
Creditflux guide: index tranches
6 years ago
Bespokes are back, single name CDS remain popular and credit indices can be very liquid. So why, years after the crisis, are index tranches still in the doldrums? By Tom Davidson
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