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From the Publisher"A timely and well-researched book on a key aspect of the credit derivatives market. Investors will gain much valuable insight from Moorad Choudhry's landmark text on the credit default swap basis, its drivers, and its behavior."
Deutsche Bank Global Markets
"As credit default swaps become ever more important as a bank risk-management tool, so market participants will need to understand the credit market cash-synthetic basis. This is an excellent treatment of the subject that provides valuable detail for investors and traders alike."
—Mohamoud Barre Dualeh
Abu Dhabi Commercial Bank
"An excellent account and one sure to be of inestimable value to market practitioners."
Synthetic ABCP Operations, KBC Financial Products