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Tuesday, June 19
by
Sean Sprackling
on Tue 19 Jun 2007 12:55 BST
Quantifi, who provide modelling, risk and pricing tools for the credit derivatives market have announced that they are bolstering their offerings by including LCDS (Loan-only credit default swaps) and Synthetic CLOs (Collateralised Loan Obligations) in their asset coverage. Driven, I would imagine, by the rapid rise of LCDS following ... more »
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