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by Parsifal
May 15th, 2006, 6:56 pm
Forum: General Forum
Topic: Capital treatment of Loan CDS
Replies: 33
Views: 115205

Capital treatment of Loan CDS

I have two presentations from the JPM conference on April 5. If you send me a PM with email address, I can send them to you. Alternatively, they should be available on www.morganmarkets.com .P.
by Parsifal
April 27th, 2006, 2:19 pm
Forum: General Forum
Topic: Capital treatment of Loan CDS
Replies: 33
Views: 115205

Capital treatment of Loan CDS

<t>Question for those that have hedged with or traded Loan CDS: How does your organization view the regulatory capital treatment of LCDS? Assume e.g. that you have purchased protection, and the LCDS references a specific loan (revolver) that you have on the book. You should be able to argue that the...