In this paper MSCI’s Christopher Finger reviews the dynamics of the CDS-bond basis during the 2008 crisis and how it behaves in this new period of market distress.
Finger explores the risk modeling challenges posed since 2008, and suggest a new model for keeping pace with the market today.
To view the paper Missing The Same Risk Twice click here
credit default swaps, MSCI, MSCI Barra, Risk Management
Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.
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