of Credit Derivatives
Derivatives: Market Info and awareness
Our other sites:
Copyright: All materials on this site, unless otherwise specified, are sole intellectual property of Vinod Kothari and their reproduction in any form is a violation of copyright law.
ABX.HE: An index of credit default swaps on several home equity securitization transactions. Since home equity securitizations typically pool subprime loans, the index reflects the view that the trader/investor takes on the health of the subprime home loan market, which, in turn, may be affected by macroeconomic factors affecting quality of consumer credit.