The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities. Over the past five years, there has been robust growth in the electronic trading of fixed-income markets, but it continues to lag equities in technological development. This survey was conducted during a webinar on “The Evolution of Credit Trading: Technology, Analytics, and Data,” hosted by Quantifi, featuring Celent and 7 Chord Inc. More than 100 individuals from the financial services industry registered for the webinar and were invited to participate in the survey. Read More
The COVID-19 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. A number of small businesses have closed, either temporarily or permanently, and even large and well-known companies have declared bankruptcy. This blog explores the effects of the pandemic on the credit derivatives market and more specifically, how recent bankruptcies affected North American high yield CDS index trading, including CDX.NA.HY indices and the options on them. Read More
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
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
Credit derivatives vendor Quantifi has produced a collateralised loan obligation model aimed... read more
Quantifi CEO, Rohan Douglas, hosts media roundtable discussion... read more
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
Quantifi CTO, Mark Traudt, speaks with journalist about Enterprise Data Management... read more