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Abstract

Following more than a year of wrangling, European parliamentarians managed to persuade the Polish presidency of the European Union to support tough restrictions on so-called 'naked' sovereign credit default swaps (CDS) -- the buying of protection on government debt as an outright short position. The deal, announced on October 18, was hailed as a great victory. "They say they think volatility in the CDS markets is driven by speculation, but the reality is the regulation is causing it." That regulation is the charge for credit value adjustment under Basel III. It uses CDS spreads to calculate counterparty exposure in derivatives trades, and requires banks to hold capital against that number. It also allows banks to mitigate the capital requirement by buying CDS protection. Dealers say countries that find themselves in the headlines may not be so blase. Everyone looks at the CDS and, as it rises, it reflects negatively on the issuer's name.

Details

Title
The CVA-CDS feedback loop
Author
Carver, Laurie
Pages
63-67
Section
CVA
Publication year
2011
Publication date
Dec 2011-Jan 2012
Publisher
Incisive Media Limited
ISSN
1464-1011
Source type
Trade Journal
Language of publication
English
ProQuest document ID
1197651106
Copyright
Copyright Incisive Media Plc Dec 2011-Jan 2012