Using CDSs to measure counterparty risk

CDS markets are used by treasurers to measure bank counterparty exposure, but poor liquidity is skewing efficacy.
Using CDSs to measure counterparty risk
By Kerry Liu
Dec 8, 2012
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The credit default swap (CDS) has had a lot of mud thrown at it for the last four years, being compared to a weapon of mass destruction, the epicentre of the credit crisis, and even the spawn of Satan.

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Banks & Service ProvidersRisk & ComplianceFunding & InvestmentTreasury
cdscontractcounterparty riskcredit defualt swapsliquiditytoo big to fail
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