credit derivatives

The Evolution of Credit Trading: Industry Survey

Thursday, August 19, 2021

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

How has COVID-19 Impacted the Credit Derivatives Market?

Tuesday, November 3, 2020

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

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

Risk.net - 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