Credit default swap index positions often represent a large notional exposure, and while they have not added materially to its overall spread risk, these stakes introduce basis risk to the portfolio.

Euro credit default protection costs jump to 16-month highs on risk-off sentiment, as concerns about the impact of tariffs on global growth grow.

See how we rate investing products to write unbiased product reviews. A credit default swap (CDS) is a contract that allows one party (an investor) to transfer some or all risk to a third party ...

Spreads on investment-grade dollar bonds in Asia outside Japan headed for their steepest two-day increase in more than six months, a Bloomberg index showed. A key credit-default swap index in the ...

Deal demand shows covered bonds ability to withstand volatility ◆ No concession needed ◆ French deal lands through OATs ...

Fruhan, William E. "Saginaw Parts Co. and the General Motors Corp. Credit Default Swap (TN)." Harvard Business School Teaching Note 210-057, February 2010.

Derivative indexes that track credit default risk eased and stocks edged ... The Markit CDX North American Investment Grade Index, which rises as credit risk climbs, tightened about 2 basis ...

the cost of protecting corporate credit against default rose to the some of the highest levels in nearly seven months. The spread on the Markit CDX North American Investment Grade Index widened as ...

Credit default swap index positions often represent a large notional exposure, and while they have not added materially to its overall spread risk, these stakes introduce basis risk to the portfolio.