BIS authors document ‘significant’ shifts in CDS risks

Credit default swaps market has changed “markedly” since 2008, authors say

The Bank for International Settlements, Basel
The Bank for International Settlements
Photo: Ulrich Roth

The credit default swaps (CDS) market has changed “markedly” since the 2008 crisis, with some risks falling and others shifting, according to research published on June 5 by the Bank for International Settlements.

Iñaki Aldasoro and Torsten Ehlers draw on BIS derivatives statistics to examine how the CDS market changed in the years 2008–17. Overall, the trend has been a decline in outstanding notional amounts, though a rapid downward movement after the crisis has slowed in recent years. There

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.