Sentences with phrase «credit default»

They're effectively leveraged bets on spread movements in indices of credit default swaps.

The prospectus available for either fund allows for the use of credit default swaps and derivatives to mitigate some risks to investors.

For institutional investors equipped to deal in credit default swaps, there's an opportunity to lay down a low - cost bearish bet.

The first change deals with credit default swaps, which I'll discuss in today's column.

The market for credit default swaps bears watching, but thus far we haven't observed spikes to indicate that something major is imminent.

If you liked credit default swaps, you'll really love the emissions trading market — if it should ever come to pass.

Why not use credit default swap rates to determine credit quality rather than the «official» bond ratings?

In a lower rate environment, credit default insurance for the European financial sector is becoming cheaper.

Now they utilize a whole range of different measurements, which can include credit default swap spreads and profitability.

Furthermore, the cost of credit default risk insurance got more expensive today.

Most often, investors buy credit default swaps for protection against a default, but these flexible instruments can be used in many ways to customize exposure to the credit market.

Our remaining credit default derivative contract exposures are currently limited to the municipality issuer contract.

I'm going to write about credit default swaps.

In the past, there were no securities that existed to short the housing market, so investors invented credit default swaps.

During the financial crisis, we created an index that tracks credit default swap prices for the major banks and brokers across the world.

Let's change the dynamic that has introduced so much speculation into the bond markets, where there is more credit default swaps than there are bonds available.

Meet the woman who helped create credit default swaps and mortgage backed securities.

«In some respects this is transformational — it's taking an existing process and database and replacing it with a distributed ledger technology approach to matching credit default swaps,» he said.

A gap between credit default swap rates and bond yields reflects that.

It is structured as a security with an embedded credit default swap allowing the issuer to transfer a specific credit risk to credit investors.

The bank plans to use AI to analyze credit default swaps... since things worked out so well last time.

For institutional investors equipped to deal in credit default swaps, there's an opportunity to lay down a low - cost bearish bet.

He happened to be in a lot of credit default swaps because they were really cheap.

For particular banks we'll look at a number of different metrics, including credit default swaps, stress test results and credit ratings.

But those who bet successfully against subprime did so through elaborate, expensive, negotiated deals to purchase credit default swaps or buy «put contracts» on subprime indexes.

There were advantages of the over-the-counter markets for credit default swaps, interest rate swaps, and equity derivatives.

Credit default swaps on several banks, or the cost of insuring their bonds, surge.

Using the S&P Experian Consumer Credit Default Index as a measure of peer loan performance, we see a big increase in diversification when added to a stock and bond portfolio.

S&P / Experian Consumer Credit Default Indices Press Release — September 2013

Derivatives such as credit default swaps also increased the linkage between large financial institutions.

He focuses on Wall Street honchos who saw the profit to be made in the sub-prime disaster, through the bundling of these mortgages into bonds, and then buying insurance called credit default swaps.

For the test, Markit generated smart contracts from credit default swap trade confirmations, including the economic terms of the deal and permissions management into a blockchain - based system.

They could buy protection via credit default swaps [CDS] to hedge their potential losses.

It was not until the development of the ABX indexes — which allowed investors to buy and sell credit default swaps on pools of structured finance obligations — that investors had a vehicle that allowed them to short subprime mortgage - backed securities more easily.6

Even if you're not in a position to be trading credit default swaps on individual country bonds, you may very well be more informed — and in real time — compared to what's making the nightly news cycle.

Berkshire also provides guarantees in connection with long - term equity index put option and credit default contracts entered into by a subsidiary.

We might have a good idea of where credit default should trade for a basket of corporate debtors «credits» so long as we look at the thing as a whole, and don't carve it up.

The same article indicates that Citigroup is now considered one of the top three market makers in single name Credit Default Swaps in both North America and Europe.

Geithner and Obama lobbied the IMF and ECB shamelessly to bail out Greece, simply so that it could pay bondholders, because U.S. banks had issued credit default insurance (CDS) against Greek bonds and were on the hook for a big loss if a default occurred.

The second phase of this trade involves credit default swaps (CDS).

Consumer credit default rates decreased in September 2015, with the composite rate ranking at 0.89 percent, down seven basis points from the previous month, according to data released by S&P Dow Jones Indices and Experian.

Stuff I'm Reading this Morning... Whistleblower Harry Markopolos says Credit Default Swap fraud will top the Madoff ponzi.

While credit default swap prices have fallen quite a bit, they're still at historically elevated levels, and the IBOX index remains just above its pre-Lehman levels.