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The euro-area sovereign CDS market

Author

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  • Staffan Linden

Abstract

The sovereign debt crisis is now in its third year. Already at an early stage of the crisis, concerns were raised about the possibly aggravating role of the market for credit default swaps (CDS). This special topic attempts to provide a broad and accessible view of developments in the sovereign CDS market. It also discusses some critical issues related to the CDS market.

Suggested Citation

  • Staffan Linden, 2012. "The euro-area sovereign CDS market," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, vol. 11(1), pages 31-36, April.
    • Handle: RePEc:euf:qreuro:0111-04
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    File URL: http://ec.europa.eu/economy_finance/publications/qr_euro_area/2012/pdf/qrea1_section_3_en.pdf
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    Keywords

    sovereign credit default swaps;

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