Credit Default Swap Analysis in BarraOne

Please join us for a webinar reviewing new Credit Default Swap (CDS) indices and single name CDS spreads from Markit Partners now available in BarraOne.

In this webinar we will detail what data is now delivered natively to the system and how CDX/iTraxx indices and single-name CDS are added to portfolios using Markit Partners data.

We will also review how to interpret risk exposures for CDS, and show examples to highlight the impact on notional and leveraged portfolio spread risk when CDS are added to a portfolio.

Agenda Topics Include:

• Single name CDS and CDS Index overview
• Pricing and valuation of CDS
• Adding CDS and CDS Indices to BarraOne
     - Using identifiers
     - Accessing Markit Partners spread curves
• Interpreting asset-level risk analytics and exposures
• How CDS impact portfolio analytics: notional vs. total risk
• Hedging spread risk