CDS, CDS-y ...

reptile

conr patrz np tutaj.. http://www.cmavision.com/market-data/
a komentarze .. reuters .. itp.
* raporty na www.cmavision.com też jakieś można znaleźć
http://www.scribd.com/doc/29511334/CMA- ... rt-Q1-2010

reptile

http://www.markit.com/cds/most_liquid/m ... quid.shtml
http://www.markit.com/cds/cds-page.html

może komuś się przyda

http://www.isdacdsmarketplace.com/about ... et/cds_faq
http://www.isdacdsmarketplace.com/expos ... _positions

Jak ktoś chce można się pobawić w wyliczenia
http://www.bnikolic.co.uk/cds/tutorialex.html
http://www.mrao.cam.ac.uk/~bn204/public ... nlist.html (można zerknąć na "dorobek" autora)
* istnieją lepsze adiny do excela wspomagające obliczenia, ale to chyba dla super zainteresowanych ... gdyby jednak ktoś chciał ...

Quantitative Trading

mrmike · Nieprzeczytany post autor: **mrmike** » 08 cze 2010, 21:40

Podcast SII na temat CDS-ów, wprowadzenie do tematu:
http://www.wallstreet.org.pl/podcasty/S ... 100517.mp3

reptile

GREENFX pisze:Mam nadzieje ze temat (link który podałeś) troche sie rozwinie

Temat wg mnie hardcorowy jak na to forum, ale głównie to pytania rozpoczynają dyskusję.. tych nie powinno brakować.

http://www.pb.pl/rss/a/2010/06/08/CDS_b ... ie_rekordu
www.nbb.be/doc/ts/publications/wp/wp190En.pdf - WP 190 - What determines euro area bank CDS spreads?

reptile

(PIIGS tylko potrzebowałem

)
http://tickerforum.org/akcs-www?post=135432&page=2 - a ktoś już za mnie robotę zrobił wcześniej heh...

Bloomberg
http://tickerforum.org/akcs-www?post=135432

bigben · Nieprzeczytany post autor: **bigben** » 21 gru 2010, 14:35

reptile

Jak dla mnie to jakaś abstrakcja..
http://www.parkiet.com/artykul/1068456_ ... ecji-.html

– Przed ISDA stoi ważna decyzja. Jeżeli uzna, że Grecja nie zbankrutowała, choć będzie powszechne przeświadczenie o jej plajcie, może to zachwiać wiarą w rynek CDS.

O to skutki kreatywnej księgowości..
Nie dość ze GS.. zarobil na sprzedazy szajsu to jeszcze uniknie kosztow

To juz jest mega pazernosc..

reptile

Polska.. różowo

Esco · Nieprzeczytany post autor: **Esco** » 18 paź 2011, 20:31

Świeżutkie info:

BRUSSELS (Dow Jones)--The European Union approved legislation Tuesday that limits the use of sovereign credit default swaps and naked short-selling of government bonds and stocks.
After negotiations that went late into the evening, EU lawmakers agreed to prohibit naked sovereign credit default bets when they aren't used to hedge an exposure, but member states will be able to suspend these restrictions under certain circumstances. Traders also will be obligated to meet new reporting requirements on significant short positions.
Naked short-selling is when an investor bets against a financial product without holding the underlying asset. CDS contracts allow investors to buy insurance against the default of an underlying asset, like a Greek bond.
France and Germany in particular have blamed short-selling of sovereign debt for exacerbating the euro-zone debt crisis.
Lawmakers also agreed Tuesday on new powers for national regulators, and under certain circumstances the pan-EU securities regulator--the European Securities and Markets Authority--to ban short-selling. In addition, the rules allow regulators to limit sovereign CDS positions when they deem stability is at risk.
The agreement still requires rubber-stamping by the European Council and the full European Parliament.
"When this regulation enters into force, regulators will be able to respond in a more coordinated and effective way when sort-selling poses a risk to the stability of markets," said EU Internal Market Commissioner Michel Barnier.
Restrictions on naked CDS positions won't apply to primary dealers and market makers. Meanwhile, authorities from each member state would be able to initially suspend restrictions on naked CDS up to 12 months if they conclude that it would impede the proper functioning of their sovereign-debt markets. They could then extend the suspension for longer.
"These balanced measures will ensure that sovereign CDS are used for the purpose for which they were designed, hedging against the risk of sovereign default," Barnier said in a statement.
In May, European Union finance ministers reached an agreement on EU-wide rules that would allow restrictions on short-selling of shares and sovereign debt. But, Germany, alongside the European Parliament, has pushed for credit default swaps to be added to the list.
Germany has already banned naked short-selling of certain stocks and sovereign debt of euro-zone countries, as well as of euro-zone sovereign-debt credit default swaps since 2010, the German finance ministry said.
Also still under negotiation is how much power the new pan-EU securities regulator will have in imposing limits itself.
Since Aug. 12, France, Belgium, Italy and Spain have banned the short-selling of certain financial stocks amid high market volatility. Greece also imposed a temporary ban on certain stocks.
Earlier this year, the Association for Financial Markets in Europe said restrictions on shorting sovereign debt via credit default swaps will push sovereign and corporate borrowing costs up, damaging the economy.
Sander Schol, director at AFME, said the move "impairs the ability for companies and pension funds to manage credit risk and will be potentially harmful in managing systemic risk."

zz · Nieprzeczytany post autor: zz » 18 paź 2011, 20:38

Najlepsze podsumowanie jest w ostatnim zdaniu cytuję...
Sander Schol, dyrektor AFME, powiedział, że ruch "osłabia zdolność dla firm i funduszy emerytalnych, zarządzanie ryzykiem kredytowym i będzie potencjalnie szkodliwych w zarządzaniu ryzykiem systemowym."////
Czyli w długim terminie i tak frajerzy za to zapłacą....,a oni wywalczyli sobie emerytury po paru latach pracy w europarlamencie...,więc mogą sobie wymyślać co chcą ponieważ i tak za to nie zapłacą...

Pozdrawiam.

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