Definition of ITraxx. Meaning of ITraxx. Synonyms of ITraxx

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Definition of ITraxx

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Meaning of ITraxx from wikipedia

- iTraxx (Thomson Reuters Eikon code 'ITRAXX'; Bloomberg code 'ITRX') is the brand name for the family of credit default swap index products covering regions...
- There are currently two main families of corporate CDS indices: CDX and iTraxx. CDX indices contain North American and Emerging Market companies and are...
- the Markit CDX and Markit iTraxx indices—Markit CDX NA IG, Markit CDX NA HY, Markit iTraxx Europe (Main), and Markit iTraxx Crossover, would start in...
- Trac-x indices created by J.P. Morgan & Co. and Morgan Stanley to form the iTraxx product suite. In compliance with BMR and the IOSCO Principles, IMBA UK...
- shown by Damiano Brigo (2005). However options on credit indices such as iTraxx and CDX include any defaulted entities in the intrinsic value of the option...
- on July 18, 2011. Retrieved September 21, 2008. "Markit Buying Owners of iTraxx, CDX Credit Indexes". Bloomberg. November 14, 2007. Retrieved December 14...
- Because the portfolio is not that of a corporate credit index like the CDX or iTraxx, the mean default probabilities of the reference securities, their distribution...
- of market indices such as the North American CDX index or the European iTraxx index. An investor might believe that an entity's CDS spreads are too high...
- either consist of an index of reference securities, such as the CDX or iTraxx indices, or could be a bespoke portfolio, consisting of a list of reference...
- of debt securities, commonly credit default swap indices such as CDX and iTraxx (in theory, this could be deal-specific, such as a bespoke portfolio of...