misc

• Quanto CDS

  Peter Jäckel · Slides

  Credit default swaps are widely used to hedge credit risk. For practically all reference entities, there is, at best, a liquid CDS market only in one currency. Credit risk hedging needs often arise for other currencies. A compound (back-to-back) package of a credit default swap in the liquid and the foreign currency is known as a Quanto CDS.

• Repomanual

  Lehman Brothers Holdings INC. · Book

  INTRODUCTION TO THE FINANCING MARKET Basics, Terminology, Risks, Legal Ill. ACCOUNT SUITABILITY Suitability, Trade Maintenance, Exposure IV. INFINITY QUICK REFERENCE GUIDE Front-End Repo Trade Booking System VII. MTS VERBS/ COMl\tlANDS Verbs and Commands to Mainframe System VIII.

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