Greg Rosen This is Me

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1. 1. Ocheyedan Press - National News

   www.thepress-news.com/site/new - [Cached]

   Published on: 5/18/2005   Last Visited: 5/18/2005

   CONTACT: MarketAxess Holdings Inc. - Media Relations, Andy Nybo,+1-212-813-6246, or Investor Relations, Stephen Davidson, +1-212-813-6021;Melissa Kanter, +1-212-704-8261, or Michele Loguidice, +1-212-704-8243, bothof Edelman, for MarketAxess Holdings Inc.; Judith Inosanto of The DepositoryTrust and Clearing Corporation, +1-212-855-5424; Michael Dorfsman of JPMorgan,+1-212-270-7317; Ruth Lavelle of BNP Paribas, +44-20-7595-3828; Paul Humphreyof ABN AMRO, +44-20-7678-6941; Renu Aldrich of Bear Stearns, +1-212-272-2097;Greg Rosen of Credit Suisse First Boston, +1-212-538-6660; David Holcombe ofDresdner Kleinwort Wasserstein, +44-20-7475-8849; Rebecca Nelson of GoldmanSachs, +44-20-7552-4358; Michelle Neal of The Royal Bank of Scotland,+44-20-7085-1544; Vincent Mistretta of UBS, +1-203-719-3342

2. 2. DERIVATIVES WEEK : Derivatives, Swaps, Options & Structured Finance News

   www.derivativesweek.com/defaul - [Cached]

   Last Visited: 7/30/2006

   Greg Rosen, director, credit derivatives trader at Credit Suisse First Boston in New York, said on Wednesday that spread levels on five-year protection had ...
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   ... on New York-based Cendant were at around 230/260 basis points, according to Greg Rosen, director, credit derivatives trader at Credit Suisse First Boston in ...
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   ... Greg Rosen, director, credit derivatives trading at Credit Suisse First Boston in New York, said that the levels of protection on Eastman Kodak had actually ...
   
   Commerz Adds To NY Credit Derivatives

3. 3. Unwinding Enron’s Tangled Web

   www.erisks.com/ResourceCenter/ - [Cached]

   Published on: 11/13/2001   Last Visited: 1/13/2005

   “Itâ€s by far the largest default of any US corporate and itâ€s been the largest trigger since Conseco triggered,” says Greg Rosen, director and default swap trader with CSFB in New York. “Enron was also a very large seller of protection â€" definitely a net seller â€" and we estimate that between $3 and $4 billion was sold to the market.”
   
   Firms that have been trading Enron credit risk via the default swap market have been going back through their documentation to check the terms of their transactions and settle the deals â€" CSFB included. “Itâ€s certainly been time-consuming,” says Rosen, noting that there could be anywhere up to $8 billion in swaps with Enron as the underlying credit. Nevertheless, he says: “Itâ€s been very positive in terms of reassuring people that the products work as advertised. We expect the trades to settle in a timely and orderly manner.”
   
   Those firm that had Enron as a counterparty, meanwhile, have had to find new protection â€" which Rosen expects to result in a large liability for Enron. “Everyoneâ€s lost the protection they thought they had, and gone out to find new protection. Spreads are likely to have widened since their original transaction, so theyâ€ll have a claim against Enron based on the difference between the original and the replacement,” he says.