Mon, May 20, 2013
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

CDS Indices, strategies that have performed during the sub-prime crisis...

Wednesday, October 17, 2007
Part II - Expertise with Ernesto Prado.

A SQUARE :: 17Oct07 CDS Indices, strategies that have performed during the sub-prime crisis...
Category Credit
Faculty Ernesto Prado
Expertise Asset Based Lending
Author Sona Blessing
Faculty Name
Credit default swaps (CDS) and their related indices have proved their “hedge-ability” during the current crisis.
Whether used directly as single name credit insurance or as generic spread market beta insurance, they have enabled certain hedge funds to weather the current widening of credit risk premia.
However, they tend to exhibit very specific differences when it comes to their effectiveness, ease of use and in determining their reliability as hedges - as has been witnessed by their recent exposure to volatility.
Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Credit

[30Nov12] [Credit] Microfinance investment vehicles
State of the industry 2012 and asset class analysis

Download

[20Jan12] [Credit] A SQUARE 20 Jan 2012
The latest developments in the microfinance industry

Download

[19Sep11] [Credit] A SQUARE 19 Sep 2011
Third-party litigation funding in the U.K. - the Axiom Legal Financing Fund

Download

[05Aug11] [Credit] A SQUARE 05 Aug 2011
Featuring: The first microfinance funds that invests in local currencies and empirical research on systematic risk in microfinance

Download

[17Jun11] [Credit] A SQUARE 17 Jun 2011
Risk, return and diversification benefits of microfinance equity investment

Download

[25Feb11] [Credit] A SQUARE 25 Feb 2011
Asset-based lending within the art world

Download

[25Nov10] [Credit] A SQUARE 25 Nov 2010
Trends and developments in microfinance investments

Download

[15Apr10] [Credit] Microfinance investment vehicles: Due diligence and risk/return analysis
Analyzing microfinance investment vehicles

Download

[06Nov09] [Credit] A SQUARE: Micro-Finance
The risks of investing in micro-finance vehicles

Download

[23Jan09] [Credit] The Opportunity Set
The credit crisis presents investment opportunities at the top end of the capital structure especially within distressed credit, leveraged loans, capital structure arbitrage, direct lending

Download

[16Jan09] [Carbon Credits] EU Carbon Allowances Fund
The EUA futures contracts invested in will expire in December of years 2009 through 2012

Download

[11Dec08] [Carbon Credits] Insights on trading carbon credits post 2012
On the supply side, the Kyoto protocol will not expire (just the binding emission caps for developed nations are slated to expire) and hence the ...

Download

[28Aug08] [Credit] A Special Situation Fund (Emerging Market Focus)
The market for emerging market credits continues to be inefficient

Download

[17Jul08] [Carbon Credits] A fund that deploys capital to develop portfolio environmental and renewable energy assets
One of the largest buyers of carbon compliance instruments created by projects

Download

[12Mar08] [Carbon Credits and Forest Certification] Expertise on whether carbon could become the biggest of any derivative product over the next 4-5 years?
"...carbon would be the most valuable commodity traded on global markets within a decade."

Download

[06Nov07] [Carbon Credits] A carbon credits fund
Fund offers exposure to CO2 emission credits using both arbitrage and directional strategies

Download

[11Oct07] [Credit] Where in the credit cycle are we?... with Ernesto Prado
What is sure is that we have thus far, witnessed the technical deterioration.

Download
Banner
Today's Exclusives Today's Other Voices Banner More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Goldman offers hedge funds to the 99%[more]

    From TheStreet.com: Goldman Sachs said Thursday it is bringing the sophisticated trading strategies of Wall Street hedge funds to individual investors with investment portfolio's and retirement accounts as small as $1000. The bank's investment management unit, Goldman Sachs Asset Management, i

  2. Opalesque Exclusive: New research examines quantitative trend following as an equity risk hedge[more]

    Bailey McCann, Opalesque New York: New research from Nigol Koulajian founder and CIO, and Paul Czkwianianc, Head of Research at Quest Partners, a New York-based systematic fund, looks at how quantitative trend following could be used

  3. People – Jupiter switches lead manager on alternative UCITS fund, Dr. Dermot F Smurfit appointed as Chairman of the ML Capital Group[more]

    Jupiter switches lead manager on alternative UCITS fund From Citywire.co.uk: Jupiter has named Mike Buhl-Nielsen as lead manager on its Europe-focused long/short equity fund, the asset management company has announced… Full article:

  4. Launches – Blackstone preparing launch of ‘super’ hedge fund, Paulson said to team with insurer for new low-tax merger fund[more]

    Blackstone preparing launch of ‘super’ hedge fund From FT.com: Blackstone is preparing to launch a “super” hedge fund to cherry-pick the best trades from the hundreds of third-party hedge funds it invests with, in an effort to try to recapture the outsize returns the $2tn industry was on

  5. The Merrill Lynch Commodity Alpha Certificate: Focus:The certificate offers investors access to low volatility generated, “commodity alpha” which is captured by its underlying, the Merrill Lynch Commodity Index Extra Excess Return (MLCXER) against its benchmark index, the Goldman Sachs Commodity Excess Return Index(GSCIER)