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Counterparty credit risk
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
FEATURE: Modelling could be alternative to credit ratings
By Dario Cintioli, head of risk, StatPro Group Ratings are subject to great criticism. Their failure to anticipate a number of events during the credit crisis of 2008 has profoundly damaged trust in......
Hedge Funds Review | 23 Feb 2009
Platform delivers consistent view of risk and return
RiskVal Financial Solutions, a provider of fixed-income trading and risk management systems, has integrated financial information services company Markit's industry standard pricing and reference data......
Hedge Funds Review | 11 Feb 2009
JPMorgan offers CDS pricing mechanism to market
JPMorgan is making its pricing engine for credit default swaps (CDS) available to the International Swaps and Derivatives Association (ISDA) as an open source platform in a bid to improve transparency......
Hedge Funds Review | 31 Jan 2009
CDS indices launched by S&P
Standard & Poor's Index Services has launched the S&P CDS US Indices designed to measure the performance of the approximately $29 trillion (notional) the credit derivatives market.
Hedge Funds Review | 22 Jan 2009
Hedge fund managers support increased industry regulation
Five of the world's most successful hedge fund managers have suggested a raft of measures to improve oversight and regulation of the financial system. Speaking in November before the committee on oversight......
Hedge Funds Review | 01 Dec 2008
CDS clearing gathers pace
The near collapse of Bear Stearns and AIG coupled with the bankruptcy of Lehman Brothers have accelerated moves to introduce central counterparty clearing platforms in the $57 trillion credit default swaps......
Hedge Funds Review | 01 Dec 2008
Report reviews attempts for CDS clearing systems
The different industry initiatives currently proposed concerning the clearing of credit default swap transactions and the different aspects of counterparty risk under various types of contractual trading......
Hedge Funds Review | 25 Nov 2008
DTCC to provide CDS market data
The Depository Trust & Clearing Corporation (DTCC) will publish weekly market data on the market values and trading volumes for credit default swaps (CDS) from Tuesday, November 4.
Hedge Funds Review | 04 Nov 2008
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