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ITraxx: Definition from Answers.com
iTraxx A group of international credit derivative indexes that ... Crossover is constructed in a similar way but is composed of 50 sub-investment grade credits. ...
Credit default swap index - Wikipedia, the free encyclopedia
There are currently two main families of CDS indices: CDX and iTraxx. ... Highest spread (riskiest) names from iTraxx Europe index. iTraxx Europe Crossover ...
Investors Risk Appetite and Global Financial Market ...
particular, the 10-year Itraxx Europe Crossover index is examined in this paper and it ... dates used to define the episodes are described in Appendix I. ...
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Face Off Against the Credit Derivatives Cabal | New Products ...
... Itraxx indices - the Itraxx Europe index, the Itraxx HiVol index and the Itraxx Crossover index. ... the CBOE over the true definition of a future and who ...
High-Yield Defaults to Quadruple in '08, Moody's Says ...
The Markit iTraxx Crossover Index of 50 European companies with mostly high-risk, ... being repaid over ``any long period of time,'' according to Moody's definition. ...
EURO CORP-Crossover rallies hard again, but doubts remain ...
... reassuring, with the closely watched iTraxx Crossover moving close to a three-week low. ... do what it needed to do and define the top end of the new range. ...
2008 July 10 " morbius glass
... shocking disposition, it is by all definition contracting ... in the Itraxx crossover index for 5 yr European investment grade debt, now sitting at 101 EUR. ...
Few Assets Look Like Great Buys Even in the Current Downturn ...
... debt -- as measured by the iTraxx Crossover index -- were 1.8 percentage points. ... Almost by definition, the next era won't provide the same ...