Credit Default Swap

Apr '1122
How to value a cross-currency swap

How to value a cross-currency swap

Since the first transaction in 1981 between the World Bank and IBM, the market of cross-currency swaps has grown rapidly. It represents, according to the Bank of International Settlements, an outstanding notional amount of USD 16,347 billion as per June 2010.… read more


Mar '1107
How do you value a credit default swap?

How do you value a credit default swap?

Warren Buffet once called these products 'weapons of mass destruction', how do credit default swaps work?

Multi-billionaire Warren Buffet once called these products 'weapons of mass destruction', because he thought they were partly responsible for causing the credit crunch. Despite this remark, there is still a buoyant trade in credit default swaps. Here we discuss how they… read more

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Client Cases

Nationale-Nederlanden

tightens its grip on risks

financial institutions, risk management

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Going the extra mile for the national treasurer

public sector, treasury management, financing, treasury, publieke sector