While the growth of the credit derivatives market in 2005 has at times appeared to push the technical infrastructure supporting the industry to bursting point, the joint Creditex/Markit tradeable credit fixings initiative launched on March 21 represents a watershed in the development of the credit market.
Since then, fixings on the three most liquid European iTraxx credit indexes – the five-year Europe, HiVol and Crossover – have taken place every Friday, employing a methodology that some ha
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Industry hails potential US relaxation of margin timing rules