ITraxx SovX Western Europe Index

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iTraxx SovX Western Europe Index , a September 28, 2009 by Bank of America / Merrill Lynch , Barcap , BNP Paribas ; Citi ; JP Morgan , Morgan Stanley and Nomura as an over-the-counter- instrument introduced risk index of the Markit Group of London : The Markit iTraxx SovX Western Europe will provide investors with an efficient, standardized trading tool to gain or hedge exposure to this asset class on a diversified basis .

The representative Credit Default Swap Index of the credit derivatives market , managed by Stephan Flagel , monitors the Credit Default Swap (CDS) of Europe on a daily basis: The trend is that companies are expected to be more stable than European countries.

The following countries are included in the Western Europe Index:

  • DBR Federal Republic of Germany
  • FRTR France
  • GREECE Greece
  • IRELND Ireland
  • BELG Belgium
  • THINK Denmark
  • NORWAY Norway
  • SPAIN Spain
  • SWED Sweden
  • NETHRS Netherlands
  • PORTUG Portugal
  • AUST Austria
  • FINL Finland
  • ITALY Italy
  • UKIN United Kingdom

The budgetary risks of Greece, Ireland, Portugal, Italy and Spain, as assessed by the market, are precarious, as Greece, which dominates the overall picture, has itself embellished its state balance sheets with swap transactions. This alone gives rise to various scenarios.

See also

swell

  1. http://www.markit.com/en/products/data/indices/credit-and-loan-indices/sovx/sovx-news.page
  2. http://www.markit.com/markit.jsp?jsppage=indices.jsp
  3. Archive link ( Memento of the original from March 27, 2010 in the Internet Archive ) Info: The archive link was inserted automatically and not yet checked. Please check the original and archive link according to the instructions and then remove this notice.  @1@ 2Template: Webachiv / IABot / www.financeblog.ch
  4. Archived copy ( memento of the original from May 25, 2010 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. @1@ 2Template: Webachiv / IABot / www.markit.com
  5. http://www.indexuniverse.com/sections/newsinfocus/7196-itraxx-sovx-western-europe-index-hits-record-high.html
  6. Philipp Bagus: Greeks put euros in danger. In: nzz.ch. February 26, 2010, accessed October 14, 2018 .