A recent change in regulation to counteract naked short-selling is having repercussions in the market for credit default swaps. Reduced trading volumes and indistinguishable spreads for some EU sovereigns undermine their ability to signal risk differentials as clearly as Euromoney’s Country Risk survey, Jeremy Weltman reports.
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Source: Euromoney Country Risk |
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Source: Euromoney Country Risk |
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Source: Euromoney Country Risk |
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Source: Euromoney Country Risk |
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Source: Euromoney Country Risk |
This article was originally published by Euromoney Country Risk