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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.
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