although some are tailored to meet specific needs. CDSs have many variations.[8]In addition to the basic, single-name swaps, there arebasketdefault swaps (BDSs), index CDSs, funded CDSs (also called credit-linked notes), as well as loan-only credit default swaps...
The concentration of sovereign CDSs among emerging market sovereign names is for the most part consistent with the composition of TRAC-X Emerging Markets, the new credit default swap index from JPMorgan Chase and Morgan Stanley. For instance, the weighting of the top three names in the TRAC-X...
S&P Global Ratings Research expects global bond issuance to contract about 2% in 2022 (see chart 1). The global bond issuance total surprised to the upside in 2021, edging out 2020's breakthrough growth to finish at $9 trillion. A particul...
This chart is not intended to imply any future performance of the investment product. Index performance is shown for illustrative purposes only as (i) all indices referenced above are unmanaged, (ii) index performance does not reflect the expenses associated with active management of an actual ...
Treasury Research & Strategy xxv 6 January 2017 Singapore 2017 Credit Outlook Offshore Marine Sector Environment remains challenging Figure 28: Crude Oil Price Chart Source: OCBC Crude oil prices have seen a decisive rally after the OPEC cartel rectified an oil production cut during the 171st OPEC...
This example shows how to create asaccrobject for trades involving a single name CDS on Spain (Short Protection) and a CDS iTraxx Europe Crossover Index Receiver Option. Create saccr Object and Compute Regulatory Values for Multiple Asset Classes ...
This chart is not intended to imply any future performance of the investment product. Index performance is shown for illustrative purposes only as (i) all indices referenced above are unmanaged, (ii) index performance does not reflect the expenses associated with active management of an actual ...
Chart Indust 7.5 '30-0.930.642.05 Huntsman Int 4.5 '29-0.90-0.78-2.36 MORE KDP HY Index Spread |HY Review Report Headlines|Compiled Reports KDP Trading Opportunities (history) 5/1Clear Channel's Post Break-Up Performance Disappoints 2/3Sirius XM's Guidance Signals Further Erosion, Rec. Change...
But as the chart in Figure 1 suggests, the dollar’s bullish momentum is now stalling. The strains on the banks, particularly the global systemically important banks (G-SIBs) who under Basel III rules have to demonstrate sufficient liquidity to cover all forward liabilities thirty days in ...
There is also a time trend in each chart. The time trend is estimated in a regression of spreads on a cubic polynomial function of time, where time t is the number of months to the observation date from the beginning of the sample period (January 1, 1998). 15. Note that these ...