BIS authors document ‘significant’ shifts in CDS risks

The Bank for International Settlements, Basel
The Bank for International Settlements
Ulrich Roth

The credit default swaps (CDS) market has changed “markedly” since the 2008 crisis, with some risks falling and others shifting, according to research published on June 5 by the Bank for International Settlements.

Iñaki Aldasoro and Torsten Ehlers draw on BIS derivatives statistics to examine how the CDS market changed in the years 2008–17. Overall, the trend has been a decline in outstanding notional amounts, though a rapid downward movement after the crisis has slowed in recent years. There

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: