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Credit Market

November 3rd, 2011 CMA Announces the Release of CMA Parsing™ Credit Options

CMA Parsing™ Credit Options is the first parsing solution available for the credit options market. The solution builds on CMA’s extensive parsing technology for OTC markets, which includes CDS, bonds and loan runs.

The product extracts pricing data from emails, enabling users to capture and compare a full set of pricing information with volatility surfaces for all quoted indices in real-time. This information facilitates in-depth analysis of the credit options market and allows back-testing of options strategies. 

March 16th, 2011 Toughening Up Credit Rating Agency Rules

Economic and monetary affairs 

 

March 15th, 2011 Leading North American Broker-Dealer Sterne Agee Selects Quantifi

- Sterne Agee licenses Quantifi XL for pricing and analysing Collateralised Synthetic Obligations 

December 3rd, 2010 Upgraded Version of Kamakura Troubled Company Index Shows Strong Improvement in Credit Quality in November

Kamakura Troubled Company Index Down 0.56% to 5.10%

July 2nd, 2010 Kamakura Troubled Company Index Shows Modest Improvement in Credit Quality in June

Kamakura Troubled Company Index Drops 0.09% to 10.21%

June 21st, 2010 CMA Names Antoine Kohler as CEO

CMA, the credit information specialist, today announced the appointment of Antoine Kohler to the role of chief executive officer (CEO), effective June 21st, 2010.

Kohler (44) will be global head of CMA’s business, providing leadership in promoting the growth of the company through its benchmark QuoteVision, DataVision and valuations products. He succeeds Laurent Paulhac, who will focus full-time on his role as Managing Director, OTC Products and Services, CME Group.

June 2nd, 2010 Kamakura Reports Decline in Corporate Credit Quality in May

Kamakura Troubled Company Index Jumps 0.84% to 10.30%

May 6th, 2010 DTCC Continues Expansion of Public Data on OTC Credit Derivatives

DTCC Continues Expansion of Public Data on OTC Credit Derivatives

The Depository Trust & Clearing Corporation (DTCC) expanded its public release of data in the Trade Information Warehouse's global repository to include a breakout of outstanding credit default swap (CDS) contract values in their currencies of denomination. This added information is expected to help provide greater transparency into the risk exposure of a particular currency to the CDS market.

March 23rd, 2010 Pine River Capital Management Selects Quantifi to Support Credit Strategies

- Leading hedge fund to use Quantifi for pricing and analysing credit products

- Fund to benefit from established best of breed solutions for the buy-side

Quantifi, a leading provider of valuation models and risk management software for the global credit and interest rate markets, today announced that Pine River Capital Management L.P., a leading alternative asset management firm in the relative value space, has selected Quantifi XL for pricing and analysis of global credit products.

March 23rd, 2010 DTCC Policy for Releasing CDS Data to Global Regulators

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