Cash-CDS basis set for comeback after "falling knife" mishap, predicts BNP Paribas

By Dan Alderson

Tuesday, December 11, 2018

The beginning of 2019 should revive interest among credit investors to trade the basis between cash bonds and credit default swaps, according to BNP Paribas strategists – following what they term “falling knife” dynamics in this year’s fourth quarter

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TAGS: Europe High yield bonds Investment grade credit BNP Paribas Credit derivatives Performance North America

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