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Cash cash credit offers value as CDS correlation rises, says JP Morgan

Wednesday, May 15, 2013

Relative value investors should focus their attentions on cash bond markets rather than CDS, JP Morgan analysis suggests

Comment by: Anonymous. Posted 10 years ago [2013-05-16 01:50:53]

Are there really cash bond portfolios with identical issuers to the Reference Entities of CDS index portfolios? Tranches of the cash bond portfolios are traded so that one can infer correlations of "cash" rather than "CDS"? Where have I been?!

Funds

Debtwire FY23 US Direct Lender Rankings 1 day ago
AXA wins USD 400m for SRT strategy from US pension fund 1 day ago
Blue Owl brings sovereign wealth fund deputy CIO onboard 1 day ago
Australian private credit fund-of-funds launched for retail investors 3 days ago
New Mexico pension system approves USD 150m top-up to distressed debt fund 3 days ago

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