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Credit derivatives
CDS recovery rate overstated
In an attempt to bring more accurate valuation on credit default swap (CDS) and on all credit derivatives products based on CDS, Pricing Partners has started to back out the recovery rate from the underlying......
Hedge Funds Review | 27 Mar 2009
Markit provides CDS transparency
Markit has launched a credit default swap (CDS) data and information portal designed to increase transparency and provide a way to monitor the market. The data portal, available online, gives details about......
Hedge Funds Review | 23 Mar 2009
Dealers vote for LCDS credit event auction
Markit LCDX index dealers have voted for a credit event auction to facilitate settlement of loan-only credit default swap (LCDS) trades referencing Lyondell Chemical Company, a constituent of the Markit......
Hedge Funds Review | 08 Jan 2009
Credit event auctions set for Fannie Mae and Freddie Mac
Markit and Creditex together with nine major credit derivative dealers have conducted a credit event auction to facilitate the settlement of credit derivative trades referencing Tembec Industries The final......
Hedge Funds Review | 06 Oct 2008
Markit offer exposure to vintage mortgage-backed securities
Markit, the financial information services company, plans to launch an ABX.HE 05-2 index on October 2, 2008. The ABX.HE is a tradable synthetic index of U.S. sub-prime asset-backed securities.
Hedge Funds Review | 16 Sep 2008 | 
Investment opportunities in distressed ABS/MBS
Without resorting to hyperbole, it is difficult to understate the magnitude of the losses, both realised and unrealised, in the securitised product markets. The crisis in the US mortgage market and the......
Hedge Funds Review | 01 Sep 2008 |
Exotic options effective way to hedge risk and counterparty exposure
Exotic options are attracting more interest from hedge funds despite the problems inflicted on the sector by the subprime debacle. Stephen Quigley and Jamie Wynn-Williams in London and Phyllis Feinberg......
Hedge Funds Review | 01 Aug 2008 |
CDO pricing system launched
Quantifi, a provider of analytics and risk management solutions, is offering an enhanced base correlation calibration in the latest release of Quantifi XL that could help solve collateralised debt obligation......
Hedge Funds Review | 01 Apr 2008
Markit update on ERMBX
Markit, a provider of independent data, portfolio valuations and OTC derivatives trade processing, has announced that it is working with a group of dealers on documentation for a European residential mortgage......
Hedge Funds Review | 13 Feb 2008
Reaching for the stars ..
Alpstar has launched a range of credit-related funds and products, and is branching into equity hedge fund management as well. David Walker sat down with the team at Alpstar to find out more ..
Hedge Funds Review | 01 Feb 2008 |
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