Comments on: Wed, 08 Sep 2010 03:05:06 +0000 http://wordpress.org/?v=2.7 hourly 1 By: Papagianis, Zingales on CDS Resolution Reform « Rortybomb http://www.acredittrader.com/?p=81&cpage=1#comment-3660 Papagianis, Zingales on CDS Resolution Reform « Rortybomb Thu, 15 Apr 2010 12:28:13 +0000 http://www.acredittrader.com/?p=81#comment-3660 [...] skeptical that CDS prices purely reflect default probabilities. As credit risk trader Sandrew has said: “Traders don’t buy CDS because they think the name will default; they buy CDS because they [...] [...] skeptical that CDS prices purely reflect default probabilities. As credit risk trader Sandrew has said: “Traders don’t buy CDS because they think the name will default; they buy CDS because they [...]

]]> By: Papagianis, Zingales on CDS Resolution Reform » New Deal 2.0 http://www.acredittrader.com/?p=81&cpage=1#comment-3659 Papagianis, Zingales on CDS Resolution Reform » New Deal 2.0 Thu, 15 Apr 2010 12:27:22 +0000 http://www.acredittrader.com/?p=81#comment-3659 [...] skeptical that CDS prices purely reflect default probabilities. As credit risk trader Sandrew has said: “Traders don’t buy CDS because they think the name will default; they buy CDS because they [...] [...] skeptical that CDS prices purely reflect default probabilities. As credit risk trader Sandrew has said: “Traders don’t buy CDS because they think the name will default; they buy CDS because they [...]

]]> By: עיצוב פנים מאמרים pevq http://www.acredittrader.com/?p=81&cpage=1#comment-3621 עיצוב פנים מאמרים pevq Fri, 10 Jul 2009 08:13:22 +0000 http://www.acredittrader.com/?p=81#comment-3621 <strong>עיצוב פנים מאמרים...</strong> עיצוב פנים מאמרים... עיצוב פנים מאמרים…

עיצוב פנים מאמרים…

]]> By: Contact Insurance http://www.acredittrader.com/?p=81&cpage=1#comment-3611 Contact Insurance Wed, 10 Jun 2009 22:54:57 +0000 http://www.acredittrader.com/?p=81#comment-3611 <strong>Top Tips: Looking for Critical Illness Insurance Cover...</strong> The following tips might seem like the obvious thing to do but you’d be surprised at the number of people calling us that haven’t considered any of them. Always get quotes and compare cover from more than one provider Always check which co... Top Tips: Looking for Critical Illness Insurance Cover…

The following tips might seem like the obvious thing to do but you’d be surprised at the number of people calling us that haven’t considered any of them.

Always get quotes and compare cover from more than one provider
Always check which co…

]]> By: John http://www.acredittrader.com/?p=81&cpage=1#comment-609 John Mon, 06 Apr 2009 14:32:28 +0000 http://www.acredittrader.com/?p=81#comment-609 can someone please send me the link or a JPEG for the latest chart on the 10 year US Govt CDS Spreads, would greatly appreciate, thanks can someone please send me the link or a JPEG for the latest chart on the 10 year US Govt CDS Spreads, would greatly appreciate, thanks

]]> By: Interfluidity http://www.acredittrader.com/?p=81&cpage=1#comment-281 Interfluidity Fri, 27 Mar 2009 09:07:58 +0000 http://www.acredittrader.com/?p=81#comment-281 <strong>Who passed the Geithner plan?...</strong> Is that it, then? You know, the "Public Private Investor Partnership" that the Treasury Secretary introduced on Monday. Are we doing that? The plan involves the Treasury, FDIC, and Federal Reserve putting hundreds of billions, perhaps more...... Who passed the Geithner plan?…

Is that it, then? You know, the “Public Private Investor Partnership” that the Treasury Secretary introduced on Monday. Are we doing that?

The plan involves the Treasury, FDIC, and Federal Reserve putting hundreds of billions, perhaps more……

]]> By: Topics about Banking » US CDS above 100bps: it’s a MAD MAD MAD MAD World! « A Credit… http://www.acredittrader.com/?p=81&cpage=1#comment-132 Topics about Banking » US CDS above 100bps: it’s a MAD MAD MAD MAD World! « A Credit… Thu, 19 Mar 2009 21:16:55 +0000 http://www.acredittrader.com/?p=81#comment-132 [...] Fair Loan Rate! created an interesting post today on US CDS above 100bps: itâ [...] [...] Fair Loan Rate! created an interesting post today on US CDS above 100bps: itâ [...]

]]> By: admin http://www.acredittrader.com/?p=81&cpage=1#comment-125 admin Wed, 18 Mar 2009 15:26:07 +0000 http://www.acredittrader.com/?p=81#comment-125 <blockquote>how about a dual currency board or some weird form of currency controls? Assume f.e. the US splits its currency in an goods $ and a financial $ as many countries did after the second world war. How would a CDS reference in such a scenario?</blockquote> I would imagine that since sovereign CDS trades very much like a fear guage (more correlated to libor/ois rather than sovereign risk is my bet) this cannot help the market confidence. I think actual levels of sovereign spreads are sufficiently divorced from default risk that the majority of the price action of sovereign CDS is caused by investor confidence in the CB and the gov't. Adopting any currency controls will cause the CDS to explode I think regardless of any fundamental benefit such controls will bring.

how about a dual currency board or some weird form of currency controls? Assume f.e. the US splits its currency in an goods $ and a financial $ as many countries did after the second world war. How would a CDS reference in such a scenario?

I would imagine that since sovereign CDS trades very much like a fear guage (more correlated to libor/ois rather than sovereign risk is my bet) this cannot help the market confidence. I think actual levels of sovereign spreads are sufficiently divorced from default risk that the majority of the price action of sovereign CDS is caused by investor confidence in the CB and the gov’t. Adopting any currency controls will cause the CDS to explode I think regardless of any fundamental benefit such controls will bring.

]]> By: Hubert http://www.acredittrader.com/?p=81&cpage=1#comment-123 Hubert Wed, 18 Mar 2009 13:45:50 +0000 http://www.acredittrader.com/?p=81#comment-123 Admin, how about a dual currency board or some weird form of currency controls? Assume f.e. the US splits its currency in an goods $ and a financial $ as many countries did after the second world war. How would a CDS reference in such a scenario? THX Admin,

how about a dual currency board or some weird form of currency controls? Assume f.e. the US splits its currency in an goods $ and a financial $ as many countries did after the second world war. How would a CDS reference in such a scenario?

THX

]]> By: Risk Buffet(t) « Slingeek http://www.acredittrader.com/?p=81&cpage=1#comment-120 Risk Buffet(t) « Slingeek Wed, 18 Mar 2009 02:19:57 +0000 http://www.acredittrader.com/?p=81#comment-120 [...] to zero in the worst case scenario) and it isn’t the prospect of a debt default (see here for an interesting discussion on why CDS spreads can expand). It’s the reinsurance [...] [...] to zero in the worst case scenario) and it isn’t the prospect of a debt default (see here for an interesting discussion on why CDS spreads can expand). It’s the reinsurance [...]

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