#1
10th February 2013, 11:45 AM
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Quanto CDS JP Morgan
I am looking for the Quanto CDS JP Morgan. Can you provide me information about Quanto CDS JP MORGAN?
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#2
11th February 2013, 10:32 AM
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Re: Quanto CDS JP Morgan
Increasing use of Quanto CDS Zero Hedges had run a report in April highlighting the rising popularity of Quanto CDS as a both hedge next to Euro devaluation and a chance to take benefit of a Eurozone collapse. This has led to a major drop in demand for EUR-denom German (and other European) protection The Greek Quanto The ratio between the Greek quanto, or the 75 basis-point difference between the cost of dollar- and euro-denominated swaps on the nation, An Example of Quanto (CDS) Mechanics For a simplified example of the rationale behind such a trade imagine. There are many ways to implement the goals of the trade, and not all quanto CDS actually involve the full transfer of theoretical value in default as previously exemplified and instead just transfer running payments during the period of the trade. |
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