credit default swaps Archives - Two Sigma https://montclaircapitalpartners.com/tag/credit-default-swaps/ Tue, 22 Sep 2020 19:21:41 +0000 en-US hourly 1 https://wordpress.org/?v=6.8.2 What Sovereign CDS Spreads Potentially Tell Us about Currency Risk https://montclaircapitalpartners.com/articles/what-sovereign-cds-spreads-potentially-tell-us-about-currency-risk/ Wed, 31 May 2017 12:28:43 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=502 The post What Sovereign CDS Spreads Potentially Tell Us about Currency Risk appeared first on Two Sigma.

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Credit-Implied Volatility https://montclaircapitalpartners.com/articles/credit-implied-volatility/ Fri, 05 May 2017 15:37:16 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=492 The post Credit-Implied Volatility appeared first on Two Sigma.

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Quantifying Political Risk on Financial Markets—Italian Case Study https://montclaircapitalpartners.com/articles/quantifying-political-risk-on-financial-markets-italian-case-study/ Tue, 07 Feb 2017 10:05:34 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=442 The post Quantifying Political Risk on Financial Markets—Italian Case Study appeared first on Two Sigma.

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Credit-Implied Volatility: A Method for Summarizing Risk Exposure in Credit Portfolios https://montclaircapitalpartners.com/articles/credit-implied-volatility-a-method-for-summarizing-risk-exposure-in-credit-portfolios/ Thu, 12 Jan 2017 14:01:36 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=436 The post Credit-Implied Volatility: A Method for Summarizing Risk Exposure in Credit Portfolios appeared first on Two Sigma.

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