Credit default swaps
Scotland secession: would UK CDSs be affected?
Analysts split on crucial questions for CDS protection holders
Scotland secession unlikely to split UK CDSs, analysts say
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Isda asked to consider "potential" Argentina CDS event
Kicillof comments mean contracts can be extended, law firm argues
Cutting Edge introduction: CVA for CDSs
Counterparty risk is generally thought of at a portfolio level, but understanding how a particular payout interacts with credit and debit valuation adjustments could help banks make business decisions. Laurie Carver introduces this month’s technical…
CDSs, CVA and DVA – a structural approach
CDSs, CVA and DVA – a structural approach
Proxy war: Shrinking CDS market leaves CVA and DVA on shaky ground
Runaway adjustments
DVA for assets
DVA for assets
House of the year
House of the year
CDS market faces iTraxx clearing obstacle
Restructuring credit events would cause non-clearable contracts to spin out of cleared index trades
EU short-selling ban hits liquidity, hikes uncertainty
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
OTC Derivatives Clearing Summit: Nearly a third of uncleared CDS are clearing-eligible
SEC study finds large portion of clearing-eligible CDS still trading bilaterally
Asia dealers question applicability of CVA to region’s markets
Questionable values
Fixing the flaw in sovereign CDSs
Fixing the flaws in sovereign CDSs
Corporate trades should not face CVA charge – Risk.net poll
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Isda AGM: CCPs invited to join determinations committees
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
Challenges and opportunities for Isda in 2012
Challenges and opportunities
Sponsored statement: Goldman Sachs
Wrong-way CVA done right
China's credit default swap market slow to grow
China launched its version of the credit default swap market nearly 18 months ago – yet activity has almost ground to a halt due to a combination of inflexible rules, lack of standardisation, and an approach to the concept of credit default that is…
S&P Indices partners with Isda to assess credit quality of US and European banks
S&P Indices launches equally weighted proxies that measure the quality of US and European banks in conjunction with Isda, the trade body for the global OTC derivatives industry
Regulatory go-slow on CDS rules in China holds up market development
CDS, China-style
Derivatives law firm of the year: Allen & Overy
Risk awards 2012