Kempen Deploys CMA for CDS Pricing
Kempen began sourcing data from CMA's DataVision service-which provides end-of-day prices for single-name, index and index-tranche credit derivatives-at the end of the first quarter, to provide valuations and risk management analytics for its new Absolute Return Credit Fund (ARCF), which went live in March.
Prior to the launch of ARCF, which adopts both long and short positions in a wide variety of credit instruments to pursue its target returns, Kempen had made some investments in credit default
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