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交易商协会完善信用违约互换信息服务
Xin Lang Cai Jing· 2025-08-04 10:54
Core Viewpoint - The China Interbank Market Dealers Association has issued a notice to enhance the information services related to credit default swaps in the interbank market, aiming to improve market pricing capabilities and transparency [1] Group 1: Enhancements to Credit Default Swap Information Services - The notice combines real transaction prices with an optimized quoting mechanism to better meet market demands [1] - It introduces transaction price information for contract-based credit risk mitigation tools and adds intention-based quotes that can be converted into actual transactions [1] - The rights and obligations of quoting institutions are clarified, enhancing business information convenience and strengthening self-regulatory requirements to improve quote quality [1] Group 2: Methodology and Operational Improvements - The curve generation method is optimized to enhance the quality of quoting curves [1] - The focus is on actual needs to reduce the burden on quoting institutions, facilitated by system improvements for quoting operations [1] Group 3: Future Developments - The association plans to continue optimizing the supporting mechanisms for the market, enhance the application of real transaction prices, and improve market transparency [1] - There is an ongoing effort to stimulate market vitality and promote the high-quality development of the credit risk mitigation tools market [1]
欧洲投资者情绪好转 欧元信用违约互换价格有所下跌
news flash· 2025-07-15 11:54
Group 1 - Investor sentiment in Europe has improved as corporate earnings reports approach, leading to a decline in euro credit default swap (CDS) prices [1] - The iTraxx Europe crossover index, which tracks eurozone high-yield bond CDS, fell by 2 basis points to 281 basis points [1] - Analyst Joshua Mahony noted that the European market showed a positive trend, moving past the tariff concerns that dominated the weekend news [1]
英伟达财报前夕 欧元信贷违约掉期(CDS)投保成本持稳
news flash· 2025-05-28 11:16
金十数据5月28日讯,欧元信贷违约互换(CDS)的投保成本保持稳定,因投资者在周三英伟达财报发 布前保持谨慎。Rostro首席市场分析师Joshua Mahony在一份报告中称:"英伟达财报是本周主要的企业 亮点,这家全球市值第二的公司将在(美国市场)收盘后公布业绩。"标普全球市场情报数据显示,追 踪欧元垃圾债信用违约互换的iTraxx Europe Crossover指数持平于300个基点。 英伟达财报前夕 欧元信贷违约掉期(CDS)投保成本持稳 ...