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Zoltan Fekete

Zoltan Fekete

Senior Associate, MSCI Research

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.

Research and Insights

Articles by Zoltan Fekete

    CDS Fading as a Measure of Value in Emerging Markets

    5 mins read Blog | Jun 17, 2021 | Zoltan Fekete, Reka Janosik

    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?

    The CDS Market Stayed Healthy amid COVID

    5 mins read Blog | Nov 23, 2020 | Zoltan Fekete, Reka Janosik

    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.