Credit default swaps (CDSs) are derivative contracts that allow agents to shift the risk of default on an underlying credit from a credit protection buyer to a credit protection seller. Like other derivatives they are standardised relative to the underlying cash markets and in this way can help promote market liquidity. read more
CMA, the credit information specialist, is pleased to provide an article from the respected publication, Central Banking, addressing some of the sovereign CDS issues of the second quarter of 2010.
CMA, the credit information specialist, today announced the release of its quarterly Global Sovereign Credit Risk Report for Q2 2010
LONDON, CMA, the credit information specialist, today announced the appointment of Antoine Kohler to the role of Chief Executive Officer (CEO), effective June 21st, 2010. Kohler (44) will be global head of CMA’s business, providing leadership in promoting the growth of the company through its benchmark QuoteVision, DataVision and valuations products. He succeeds Laurent Paulhac, who will focus full-time on his role as Managing Director, OTC Products and Services, CME Group.
CMA, the credit information specialist is pleased to announce that Jav Bose, Director of Client Solutions for CMA, will present at the Structured Credit Investor CDS Seminar in New York on 1st July 2010, which will include panels on credit trading and product innovation, centralised clearing and risk management.
On the day when KfW wired €300m to the defaulted Lehman Bros....
CMA, the credit information specialist, today announced the release of its quarterly Global Sovereign Credit Risk Report for Q1 2010