Wed, 22 Aug 2007 18:07:17 +0000

CDS strangeness

I wonder why the standard CDS reference obligation as specified by Markit RED (Bloomberg function REDL) is often a rather obscure, totally illiquid, tiny bond. e.g why would you use a EUR 10 Mio. private placement for Societe Generale instead of one of their benchmark issues?


Posted by Andreas Metzler | Permanent link | File under: misc