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ABX index |
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ABX index Index created by the firm Markit. It is based on the price of credit default swaps on the index's constituent mortgage backed securities. A decline in the the ABX Index indicates that the market associates more risk with subprime mortgages. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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No references found | 25 billion in one day as the ABX index finally began to drop. The ABX Index is a series of credit-default swaps based on 20 bonds that consist of subprime mortgages. Study Explores Subprime Voluntary Prepayments in ABX Index Deals- SAN FRANCISCO, Dec. |
ABX index |
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