New portfolio compression offering from Markit, Creditex

WatersTechnology Staff
01 Oct 2008

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Markit and Creditex have launched a portfolio compression platform for the credit derivative market. The first live runs have already been completed for single name credit default swaps in the North American and European markets. The first North American live portfolio compression run took place at the end of August with the participation of 14 credit derivative dealers, while the first European live run was held on September 4 with the participation of 15 credit derivative dealers.

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