The resolution of narrowly tailored credit events is a leap forward for the CDS market
Isda is replacing the mechanistic determination of a failure-to-pay credit event with a more subjective rule
Subscriber-only article
This article is available only to Creditflux subscribers and free trial users within 30 days of publication.
Already a subscriber? Not logged in? Click here to login.
If you have not already done so,
you may request a FREE TRIAL by clicking here
This trial will give you:
- 4-weeks' free online access to our
most recent subscriber-only articles - Daily breaking news alert sent by email
- A print copy of Creditflux
If you currently have a free trial, you will see this message when you try to view articles older than 30 days.
Related Stories
- Crescent announces CLO ETF with Advisors Asset Management 1 day ago
- Platinum talks A&E with Biscuit International’s lenders, could subordinate sponsor debt 1 day ago
- Millennium Management explores buying a CLO manager 1 day ago
- Audax slashes cost of debt with two-year-old reset 2 days ago
- Further lawyer moves predicted as competition for legal CLO talent intensifies 2 days ago
Newsletter
- Orrick’s CLO coup stuns market, Cadwalader reels 10 days ago
- ‘CLO equity isn’t very attractive at the moment’ 10 days ago
- Private fund CFOs ape CLOs to give investors access to diversified alternative assets 10 days ago
- ‘This is probably going to stimulate some interest for triple As’ 10 days ago
- Private credit managers seek a toehold in financial advisors’ model investment portfolios 10 days ago
