Posts Tagged ‘CDS

30
Oct
11

Finanzas 101: FAQ, Short Selling + CDS

En el sitio de la Unión Europea, hay un accesible FAQ sobre la regulación sobre Short Selling y Credit Default Swaps.

¿Sesgos + momentum?, maybe.

Personalmente me quedo con la tabla comparativa -cerca del final- entre la regulacion del Short Selling en USA, EU y Hong Kong.

 

28
Sep
11

Paper: CDS, transacciones

An Analysis of CDS Transactions: Implications for Public Reporting

Abstract

Ongoing regulatory reform efforts aim to make the over-the-counter derivatives market more transparent by introducing public reporting of transaction-level information, including price and volume of trades. However, to date there has been a scarcity of data on the structure of trading in this market. This paper analyzes three months of global credit default swap (CDS) transactions and presents findings on the market composition, trading dynamics, and level of standardization. We find that trading activity in the CDS market is relatively low, with a majority of reference entities for single-name CDS trading less than once a day. We also find that a high proportion of CDS transactions conform to standardized contractual and trading conventions. Examining the dealer’s role as market maker, we find that large trades with customers are generally not rapidly offset by further trades in the same reference entity, suggesting that hedging of large positions, if taking place, occurs over a longer time horizon. Through our analysis, we provide a framework for regulators and policymakers to consider the design of the public reporting regime and the necessary improvements to data collection to facilitate meaningful price reporting for credit derivatives.

Link al Paper



																
14
Sep
11

Fun & Finance: #14, Charla sobre Mercado

En esta ocasión, German le ofrece a Gaston un pantallazo como mirar las conexiones dentro del mercado financiero.

Siempre mejor en HD.

No se olviden de LIKE THIS !!

22
Jul
11

Gráfico du Jour: exposición neta CDS, una linda perspectiva

(Fuente: Depository Trust & Clearing Corp., via Business Week)

15
Jul
11

Gráfico du Jour: Viernes, 2 x 1 en CDS

 

(Fuente: Bloomberg, News N Economics)

10
Jul
11

Finanzas 101: CDO sintéticos

Expected Loss tiene un breve y explicativo post sobre los CDO sintéticos, motivado por lo sucedido con Abacus-Paulson el año pasado.

Para algunos todo es Location Location Location y para otros Incentives Incentives incentives

 

10
Jul
11

Gráfico du Jour: Siguiente ficha en el domino, Italia.

(Fuente: DTCC & Bloomberg, via Zero Hedge)




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