Credit Default Swap Index (CDS Index)通常是由许多标的资产的信用违约互换(CDS)组成的衍生品，旨在为...
Credit default swap indexiTraxxUM Universiteit MaastrichtLife
Credit Default Swap Index (CDS Index)由众多标的资产的信用违约互换(CDS)组成，旨在衡量市场信用风险，分为高收益(HY)与投资级(IG)两大类。HY和IG指数交易时遵循一些市场惯例。定价方法上，通常采用"spread to worst"，即以CDS Index收益率与风险最高的成分债券收益率差异为基准。此法被认为是CDS I...
which is anover the countercredit derivative, a credit default swap index is a completely standardised credit security and may therefore be moreliquidand trade at a smallerbid-offer spread. This means that it can be cheaper
Family of tradable credit default swap (CDS) indices covering North America and emerging markets Request Follow Up You're one step closer to unlocking our suite of financial information solutions and services. Fill out the form so we can connect you to the right person. ...
-CDS:credit default swap就是一种保险合同,但又不像大多数政府对传统保险合同要求同等的reserve rquirement;可能是保险公司售出,也可能是投行或者对冲基金售出; 3.10. settlement and custodial service结算和保管服务 -clearing house:期权市场,是确保合同执行。其他市场,仅仅作为escrow agent第三方代理/托管,将钱从买...
A financial metric used to assess the entire value of mortgages given to borrowers with subprime or poor credit ratings. When computing the total value of the ABX index, credit default swap contracts are used. The index is constructed of 20 bonds that are each constituted of a group of subpr...
Understanding the Loan Credit Default Swap Index (Markit LCDX) The index begins with a fixedcoupon rate(225 basis points); trading moves the price and changes the yield, much like a standard bond. The index rolls every six months. Buyers of the index pay the coupon rate (and purchase the...
LIANG Jin,ZHOU Yujing. Valuation of a tranched loan credit default swap index[J].Technology and Investment, 2011,2(4):240.LIANG Jin, ZHOU Yujing. Valuation of a tranched loan credit default swap index[J]. Technology and Investment, 2011, 2 (4) : 240....
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....