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February 15, 2012
Turkey CDS
Turkey CDS are at 266 basis points right now
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January 30, 2012
Large American bank exposures to Europe
Using credit default swaps, the large banks have cut net exposures to $50 billion
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December 13, 2011
Investors jumping off jump-to-default risk
A recent report by Bloomberg highlighted the increasing investor aversion to index tranches, particularly the lowest rated pieces with the most exposure to jump-to-default risk.
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December 1, 2011
The Rising Fear in Bank CDS Prices
It is not just stock prices that indicate fear.
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November 24, 2011
Voluntary haircut to blame for spike in Euro CDS
CDS spreads on other European sovereigns like France, Belgium and the Netherlands jumped after doubts about their efficacy as a hedge came into question after moves to avoid triggering Greek CDS.
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November 23, 2011
Dim sum bond yields could indicate mispricings
Some companies are finding it cheaper to issue debt in Hong Kong.
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November 22, 2011
“CDS market is a bit like a broken thermometer”
Do you agree?
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November 21, 2011
BIS consultative paper on central counterparties
The BIS will be accepting feedback on their “Capitalisation of bank exposures to central counterparties” until this Friday.
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