London Whale costs JPMorgan 17 bps in credit risk

What does it cost to have a ‘London Whale’ working at your company?

Read More »

Panrico LCDS auction result

Final price: 8.125

Read More »

5 banks write 97% of all CDS

Enough said

Read More »

American banks reacting to Italy

Bank of America – 377.4 bps
Citigroup – 257.9 bps
Goldman Sachs – 339 bps
JP Morgan Chase – 153.1 bps
Morgan Stanley – 426.8 bps
Wells Fargo – 153 bps

Read More »

American bank CDS widening

Morgan Stanley CDS up to 410 bps, Wells Fargo CDS up to 150 bps.

Read More »

Australian creditors left with bitter taste

Australian brewer, Foster’s Group, has seen its credit default swaps rise after British-South African brewer SAB Miller launched a hostile bid to takeover the company.

Read More »

Bank of America

Today is probably best described by 3 words: Bank of America.

Read More »

Large American bank CDS prices

An update on some of the large American bank CDS prices.

Read More »

CBOE adds more CEBOs

Due to apparently demand from customers, the Chicago Board Options Exchange (CBOE) has added more single-names to its Credit Event Binary Options (CEBO) offering.

Read More »

Weekly: China CDS trading up

As Chinese economic worries grow, derivative investors are moving into credit default swaps to hedge their bets.

Read More »