Tue, Apr 25, 2017
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
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low', Asia CIOs say "non" to Europe, Billionaire Mike Novogratz says he has 10% of his money in Bitcoin and Ether[more]

    Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low' From Reuters.com: London hedge fund firm Ecofin said an offer from Portugal's largest company EDP to buy 22.47 percent of subsidiary EDP Renovaveis "significantly undervalues" the company, in a letter to EDPR's bo

  2. Alternative asset firm YieldStreet surpasses $100m of loans funded in less than 8 quarters[more]

    Komfie Manalo, Opalesque Asia: Alternative asset investment platform YieldStreet reported that it has surpassed $100m in loans funded in less than eight quarters from accredited investors and single family offices. YieldStreet was founded by Milind Mehere and Michael Weisz. In a

  3. Investing - Investor appetite for high-growth IPOs to be tested, Apollo boosts fund's stock allowance for 'diamonds in the rough', Hedge funds uncertain over outlook for Hargreaves Lansdown[more]

    Investor appetite for high-growth IPOs to be tested From FT.com: The US listings market is poised for a busy week with deals that will test investors' appetite for high-growth - but lossmaking - companies. Eight new listings are scheduled for this week, the most since October of 2016,

  4. Aris Wealth' quant indices fare well[more]

    Benedicte Gravrand, Opalesque Geneva: Last year, Geneva-based Aris Wealth Management launched indices sponsored by Societe Generale Corporate & Investment Banking. These indices replic

  5. Opalesque Exclusive: Gold Sail diversifies into PE and real estate[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The five Purdue University students who set up a hedge fund last year have become four and have diversified int