BIS authors document ‘significant’ shifts in CDS risks
Credit default swaps market has changed “markedly” since 2008, authors say
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 print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@centralbanking.com
More on Data
Doing nothing is ‘least costly’ response to US tariffs – BoF blog
Costs will be borne by American firms and households, Bank of Finland analysis shows
Lagarde warns of widening climate finance gap
“We must adapt and become more resilient” in a fair and equitable manner, says ECB president
Rate uncertainty means firms hire and invest less – BdF study
European companies hoard cash and reduce dividend payments when monetary stance is unclear
ECB study highlights firms’ exposure to property downturn
Analysis examines risks to various classes of investor from exposure to commercial real estate
Energy price rises have stronger effects than decreases – study
Asymmetric effects of gas and crude oil price rises could lead to tighter monetary policy
The hidden dynamics behind China’s BoP ‘errors and omissions’
Marcello Minenna highlights the possible implications an unaccounted-for £30bn has for the PBoC
Cloud and AI ‘dramatically improving’ data use at BoE
UK central bank creates cloud-based platform to streamline processing of its 30,000 data series
High Russian growth ‘extremely unlikely’ – Bank of Finland study
Reports shows labour shortages, capacity constraints are beginning to bite