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CDS spreads and default risk : a leading indicator?

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<rdf:Description>
<dc:creator>Grossman, Robert</dc:creator>
<dc:creator>Hansen, Martin</dc:creator>
<dc:creator>D'Albert, Kevin</dc:creator>
<dc:creator>Fitch Ratings</dc:creator>
<dc:date>2011</dc:date>
<dc:description xml:lang="es">Sumario:  Credit default swap (CDS) spreads have been gaining greater visibility as default risk indicators over the past several years. Fitch Ratings provides its ratings analysts with access to CDS pricing data as one of many analytical tools, and outliers whose spreads deviate significantly from peers may prompt further review of an individual credit. Some market participants also use CDS spreads to derive quantitative estimates of a company's probability of default (PD)</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/131694.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Fitch Ratings</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Riesgo crediticio</dc:subject>
<dc:subject xml:lang="es">Instrumentos financieros</dc:subject>
<dc:subject xml:lang="es">Incumplimiento de pago</dc:subject>
<dc:subject xml:lang="es">Seguro de crédito</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">CDS spreads and default risk : a leading indicator?</dc:title>
</rdf:Description>
</rdf:RDF>