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Zoltan Fekete

Zoltan Fekete
Senior Associate, MSCI Research

About the Contributor

Zoltan Fekete focuses on credit-derivatives pricing and liquidity modeling. Previously, at Morgan Stanley, he worked on fixed-income modeling. Zoltan graduated from the Budapest University of Technology and Economics with a master’s degree in mathematics.

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Blog posts by Zoltan Fekete

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  1. BLOG

    CDS Fading as a Measure of Value in Emerging Markets 

    Jun 17, 2021 Zoltan Fekete , Reka Janosik

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    Credit investors use spreads to compare relative value and risk. Studies of emerging-market sovereign debt have shown that credit-default swaps tended to be a better measure of value than spreads computed from bonds. But is it still the case?

  2. BLOG

    The CDS Market Stayed Healthy amid COVID 

    Nov 23, 2020 Zoltan Fekete , Reka Janosik

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    Since the global financial crisis, many have expressed concern about the health and future of credit-default swaps. Could institutional investors find the liquidity they need to hedge credit risk in subsequent periods? We examine CDS liquidity during the COVID-19 crisis.

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