An index of European loan credit default swaps: iTraxx LevX

被引：0

作者：

Conway, Justin ^{[1
]}

Fu, Julia Lu ^{[2
]}

机构：

[1] Goldman Sachs, New York, NY 10282 USA

[2] Richards Kibbe Orbe LLP, New York, NY USA

来源：

LAW AND FINANCIAL MARKETS REVIEW | 2008年 / 2卷 / 05期

关键词：

D O I：

10.1080/17521440.2008.11427992

中图分类号：

D9 [法律]; DF [法律];

学科分类号：

0301 ;

摘要：

The Markit iTraxx LevX indices are based on terms published by the International Swaps and Derivatives Association and intended to enable market participants to hedge or assume systemic risks more efficiently. Designed for the European leveraged loan market often characterised by insufficient information, these indices use a continuity procedure in which determinations relating to refinancings and cancellations are made by a designated lawfirmbased on information provided by dealers, then such determinations are shared with the market generally.

引用

页码：408 / 410

页数：3

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