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April 3, 2012
New banking swap indices launched
Index Administrator, Standard & Poor’s, and International Swaps & Derivatives Assocations, ISDA, just launched a new pair of credit default swap indices to track bank swaps and by extension counterparty risk.
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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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June 14, 2011
HSBC exits its first Chinese credit derivative
HSBC, the first foreign bank to issues a Chinese credit risk mitigation warrant, is also the first foreign bank to deregister one.
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May 10, 2011
Antitrust Investigation into CDS market begins
The European Commission is investigating two separate antitrust cases concerning collusion or anti-competitive behaviour in the credit default swap markets.
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April 27, 2011
PIG swaps at record
Yesterday, Greece reported a deficit of 10.5%, higher than the 9.4% of just a couple months ago and Greek CDS continued its upward trend.
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March 22, 2011
CreditLime launches free online CDS price database
CreditLime springs forward into 2011 with the launch of a new credit default swap price database.
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March 14, 2011
40-year CDS trade completed
A new credit default swap trade maturing in the year 2051 was completed in March.
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February 14, 2011
Merrill Lynch ordered to pay out on a Japanese CDS
A ¥1.5 billion (Japanese Yen, US$18 million) lawsuit to get Merrill to pay out on a credit default swap is being revived after getting caught up on document technicalities.
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