STANDARD & Poor's 500 IndexCREDIT default swapsGLOBAL Financial Crisis, 2008-2009CREDIT analysisCAPITAL structureInsight into correlations of returns is foundational to understanding how a portfolio might behave, particularly during periods of market stress when diversification may be most desired...
Third Crossover CDX Index To Launch With Roll.The article reports on the upcoming launch of a third U.S. credit-default swap index referenced to sub-investment grade following the introduction of the Dow Jones North American CDX indices in September 2005....
来自 EBSCO 喜欢 0 阅读量: 4 摘要: The article reports on the move to bring up to date the Dow Jones CDX single tranche templates, first issued in July 2004, in response to the rapid development of the credit index trading market as of April 2005. 年份: 2005 ...
Our selection methodology for CDX ensures that the indices represent the market’s most liquid segment. The CDX index’s high liquidity and transparency enable you to trade credit index tranches, options and first-to-default baskets. Key benefits: ...
CDX Protection Buying Returns.The article reports on the efforts of credit default swap index (CDX) protection buyers to drive spreads on the index slightly wider relative both to the underlying names and index tights in May 2006.EBSCO_bspDerivatives Week...
Recent changes to composition rules governing Markit's high-yield credit default swap index appear to be having their intended effect. Four energy corporations are expected to be inserted to the benchmark come September 28, among others. The additions should assuage investors who have become ...
stock market and credit default swap market related? evidence from the cdx indices, Journal of Alternative Investments 11(1): 43-61.Fung, H.-G., Sierra, G. E. ., Yau, J. and Zhang, G. (2008). Are the u.s. stock market and credit default swap market related...
CDX Option Prices Mature Into Sentiment Signal.The article discusses the use of options on the CDX American corporate index in determining the credit default swap index market's sentiment, which is perceived as a sign of the maturing of the market....
Credit default swap index\\{CDX\\}iTraxxSystemically important financial institutionsFinancial stabilityThis paper empirically investigates the linkages between the CDS index market and the equity returns of a sample of systemically important financial institutions (SIFIs). Both the 5-year investment grade...
Already tranches of the indexes are being traded, as well as standardised first-to-default baskets and credit index options. Charles Longden, head of credit market making at ABN Amro in London, England, reckons that exchange-traded credit futures will be the next product to hit the market. ...