Spreads on fellow Wall Street firms Morgan Stanley and Goldman Sachs tightened to 315bp and 230bp from 322.5bp and 236.5bp, while CDSs on JP Morgan moved in marginally to 112.8bp from 113.7bp.
The cost of credit protection als
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data