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Credit and Risk
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CREDIT RISK ANALYTICS - HOME
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Credit Risk Chronicles
Monday, January 10, 2011. CDS compression amounts have fallen (TriOptima Press Release). TriOptima announced that its triReduce portfolio compression service had eliminated $45.8 trillion in interest rate swap notionals in a record 53 cycles and $8.5 trillion in credit default swap notionals in a record 95 compression cycles during 2010. Posted by Cormick Grimshaw. Sunday, December 12, 2010. Counterparty risk and contract volumes in the credit default swap market (BIS). Posted by Cormick Grimshaw. An Ana...
