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Assessing iTraxx CDS for China Credit Risk by Rahul Pinnamaneni is a document available to read on EtoBox.

What is Assessing iTraxx CDS for China Credit Risk about?

In this paper we focus on market-wide credit protection. More exactly, we look at the newly introduced iTraxx Greater China credit default swap (CDS) index, and assess to what degree this index can be used to protect against market-wide credit risk in the Greater China area.

Author

Rahul Pinnamaneni

Language

EN