Falling correlation reignites passion for index tranche trades

By Dan Alderson, Michelle D'Souza & Sayed Kadiri

Dispersion in the global corporate credit market is rekindling interest in correlation trading, with dealer sources reporting that a late surge lifted 2019 index tranche volumes to $250 billion.

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TAGS: Europe Structured credit CLO Zais Sound Point Credit derivatives Pricing Corbin Performance North America