COMMENTS & MOVERS TRADING IDEAS STRATEGIES INDICES
Published throughout the day, CDR's 'Comments & Movers' are the most detailed CDS market color available on the street. The increasingly volatile and fast-moving credit derivative mark ... more
The fast-growing market for credit derivatives creates new opportunities for trading and investing. CDRs Trading Ideas shows clients how to profit from these opportunities. Trading Ideas is the first ... more
Covering all aspects of the capital structure of US and European companies, CDR's Strategy articles provide top-down and bottom-up perspectives which set the scene for idiosyncratic trading ideas ... more
A leading developer of credit market indicators, CDR owns and publishes the CDR Counterparty Risk Index™ (CRI), widely used to track the credit risk of the major CDS counterparties. CDR also pu ... more
    
CDS BONDS EQUITIES VOL
We combine sophisticated quantitative modeling frameworks with fundamentals and an understanding of technicals (flow) to judge relative-value within and across single-name CDS curves. Our investment ... more
We view the cash or bond market from several different perspectives. First and foremost, bonds are taken to be their own asset class which can be actively traded, mainly from a long-only orientation. ... more
We apply our directional credit and capital structure arbitrage (CSA) models to estimate equity and implied volatility fair value. Given the well-established trading relationship between equity and ... more
We provide a view on equity implied volatility from a credit perspective by considering both market and fundamental factors. Our judgment of relative value across the implied volatility surface is ... more
    
TRADING TECHNIQUES
The new credit markets are bursting with opportunities for profitable trading and investing across cash bond, credit derivatives and equity instruments. Trading Techniques show you how to find and exploit these opportunities. A unique and comprehensive resource for new and active participants in the credit derivatives market, Trading Techniques cover the concepts and analytics underlying new trading techniques, with numerous real-world examples and illustrative charts. ... more

ABOUT CREDIT DERIVATIVES RESEARCH

Credit Derivatives Research is a leading independent credit research firm serving banks, brokers, hedge funds, investment managers, pension funds and other institutional participants in corporate credit markets. CDR provides market updates, trading ideas and strategies, research advisory and support services and analytics. CDR’s Trading Ideas and Market Strategies recommend explicit positions in CDS, indices, bonds and equities. Comments & Movers provide intra-day updates on market movements and events. CDR also specializes in Capital Structure Arbitrage analysis and recommendations. A leading developer of credit market indicators, CDR owns and publishes the CDR Counterparty Risk Index™, widely used to track the credit risk of the major CDS counterparties. CDR was founded in 2004. The company is headquartered in New York City with offices in Chicago and Walnut Creek, California.