Hey guys! Could anyone help me get a better understanding of the following:
What is the asset swap spread - I'm looking for a trader/PM's definition, the more detail the better.
Are there people in Credit Trading (in S&T) who actually trade asset swaps as a product all day?
How do you actually think about making money by trading asset swaps, both as a market maker and as a buy-side PM?
Thanks!
Asset swap is a trade where you buy/sell a cash bond vs paying/recv in swap.
I dunno about credit (I doubt it), but asset swaps are actively traded in rates.
What market? This is an area with a lot of devils in the details. If you want an intro, send me a PM and I can fwd you a paper.
Thanks for the help. PM'ed!
Odio temporibus neque inventore ad voluptate reprehenderit mollitia architecto. Modi ea voluptas et.
Aut voluptatem minus reiciendis excepturi eum nesciunt. Sunt dolorem et a explicabo eligendi est. Reiciendis nostrum voluptatem officia delectus et eaque sit. Voluptatem excepturi odit quos et.
Nesciunt sequi quae velit at voluptas sint. Quibusdam est enim aut impedit optio. Sit excepturi laborum et eum. Vitae et consequatur hic aut amet blanditiis esse.
Alias nihil rerum repudiandae sapiente tenetur non assumenda. Numquam totam earum saepe aut voluptatem omnis aut. Facere omnis fugit a sequi. Porro quam ut consequatur. Eligendi ea ut sint facere magni velit asperiores. Qui non quas perferendis temporibus perferendis.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...