credit derivatives

The Impact of COVID-19 on Credit Markets

Friday, July 17, 2020

by Quantifi

The COVID-19 (C19) pandemic has severely affected global markets, causing economic disruption at unprecedented speed and on a hitherto unknown scale. With the spread of the virus accelerating by mid-March 2020, the US economy has been severely impacted and there are understandable concerns about the damage caused to the worldwide economy. This paper explores the effects of the pandemic on the credit derivatives market and, more specifically, how recent bankruptcies affected North American high yield (NA HY) CDS index trading, including CDX.NA.HY indices and the options on them.

ICE Targets Latin America in Sovereign CDS Push

Thursday, September 8, 2011


IntercontinentalExchange Inc. (ICE) is moving forward with plans to handle trading of credit derivatives linked to the fate of specific countries, a particularly fraught corner of the $29 trillion credit default swap market.

The Atlanta-based exchange and clearing group filed plans with regulators this week to facilitate transactions in derivatives linked to the credit of Latin American nations like Brazil and Mexico, as ICE continues talks with U.K. regulators around European instruments.

ICE looks to move into so-called sovereign credit default swaps as it protects an early lead in the clearing of credit derivatives, which grant buyers protection in case a company or country defaults on its debt.... read more

Credit Derivatives in Spotlight - All About Risk

Tuesday, March 15, 2011
Credit derivatives are once again making headlines as European and North American regulators consider clamping down on the instruments. Credit default swaps entered the mainstream media in late 2008 when they were blamed for causing the collapse of Lehman and Bear Stearns and the subsequent... read more

Valuations Guru Makes E&Y Short-List - Waters Technology Reports

Tuesday, June 29, 2010

Quantifi CEO Rohan Douglas Named Ernst & Young Entrepreneur Of The Year® 2010, Victor Anderson of Waters recalls a conversation with Rohan from May of this year... read more - Tech Awards: Quantifi

Tuesday, November 3, 2009

Credit derivatives vendor Quantifi has produced a collateralised loan obligation model aimed... read more

Credit Derivatives Market at a Crossroads?

Monday, July 27, 2009

Quantifi CEO, Rohan Douglas, hosts media roundtable discussion... read more

Securities Industry News - ISDA Implements CDS 'Big Bang'

Monday, April 13, 2009

More than 2,000 market participants have adopted a new auction settlement protocol designed to standardize payouts on corporate and sovereign credit default swaps (CDS), said the International Swaps & Derivatives Association (ISDA) on April 8.... read more

Securities Industry News - Special Report

Monday, March 16, 2009

Quantifi CTO, Mark Traudt, speaks with journalist about Enterprise Data Management... read more

Quantifi Opens Australian Office

Monday, November 17, 2008

“As part of our continued dedication to the APAC region, we are extremely excited to announce the opening of our Australia office,” says Rohan Douglas, CEO and Founder of Quantifi, Inc. “This new office puts us closer to many of our clients in the region, enabling us to provide dedicated local resources to support growing demand. We are also pleased to be bringing on board James Glover, who has extensive experience in the Australian credit derivatives industry.” Rohan Douglas, CEO and Founder of Quantifi, Inc read more

CDO Cuts Show $1 Trillion Corporate-Debt Bets Toxic

Wednesday, October 22, 2008

Quantifi CEO recently spoke with Bloomberg journalist, Shannon Harrington, to discuss CDOs... read more