- sell in may and go away -, page-5

  1. Free will
    13,068 Posts.
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    09/05/09
    11:09
    Post #: 5114336
    crarg

    Most major banks who deal in credit default swaps have cash collateralisation across all of their derivative position including interest rate swaps, credit default swaps etc to reduce credit risk, so effectively these are akin to margin calls.
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    lightbulb Created with Sketch.  Great analysis
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