Archive for October, 2009

The Difference between Gross Notional Values and Net Notional Values

CreditLime Reference Special Report

October 26, 2009

The Difference between Gross Notional Values and Net Notional Values

There appears to be some confusion regarding the difference between gross notional value (GNV) and net notional value (NNV) figures that are used …

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Reuters or Thomson Reuters? Another example of the Danone phenomenon – misleading large changes in net notional value

CreditLime Special Report
October 19, 2009

Reuters or Thomson Reuters? Another example of the Danone phenomenon – misleading large changes in net notional value

Another example of the Danone phenomenon (extraordinary large increases in CDS net notional value in a …

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A Background on Possible Insider Trading at Danone

CreditLime Special Report
October 14th, 2009

After analyzing activity in the CDS market for possible insider trading at the Danone company in an article yesterday, CreditLime provides a small primer on how insider trading could or would have manifested …

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No conclusive evidence to indicate insider trading at Danone

CreditLime Special Report
October 12th, 2009

A recent report by the Financial Times’s Debtwire news service on October 9, 2009 and then later reported by Derivatives Week regarding insider trading using credit default swaps (CDS) in the French company Danone

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