Rise in Spanish CDS Outpaces Greece
25 Feb, by in Markets
Unsurprisingly, the cost of insurance against Greek default (as evidenced by 10-year credit default swaps) has risen since the beginning of the year....
credit default swap Tag
A Tick Up In German Credit Default Swaps
24 Jul, by in Uncategorized
Given recent drama among Portuguese financial institutions, we are not especially surprised to see an uptick in the yield on credit default swaps (CDSs): What is a little more surprising is the move up–small though it may be (so far, anyway)–in CDS for Germany, aka the...
A Tick Back Up in European CDS
08 Jul, by in Uncategorized
Credit default swaps (CDS)– the insurance against non-payment for fixed income products– have fallen across Europe since reaching highs in 2012: After the ECB’s early June announcement of extraordinary measures, CDS fell abruptly– but yields have creeped back towards pre-announcement levels in the last couple...