ITraxx
id:
itraxx-241-5489603
title:
ITraxx
text:
iTraxx is the brand name for the family of credit default swap index products covering regions of Europe, Australia, Japan and non-Japan Asia. Credit derivative indexes form a large sector of the overall credit derivative market. The indices are constructed on a set of rules with the overriding criterion being that of liquidity of the underlying credit default swaps (CDS). The group of indices was formed by the merger in 2004 of the Trac-X indices created by J.P. Morgan & Co. and Morgan Stanley
brand slug:
wiki
category slug:
encyclopedia
description:
Credit derivative brand
original url:
https://en.wikipedia.org/wiki/ITraxx
date created:
date modified:
2023-12-21T14:31:54Z
main entity:
{"identifier":"Q1655033","url":"https://www.wikidata.org/entity/Q1655033"}
image:
fields total:
13
integrity:
14