Argentina is back in the lead as the world’s top basket case (Ukraine was leading last time)
Implied Ratings are calculated using a proprietary model developed by CMA and fed with CDS pricing data
from CMA DataVision.
Source: CMA DataVision Global Sovereign Credit Risk Report Q2-2009
Chers lecteurs, mon temps et mon énergie sont comptés et j'ai envie de parler de trois sujets, mais ne peut dans l'immédiat en traiter qu'un. Quelles sont vos préférences? J'hésite ... [Link]
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July 1st, 2009 at 1:38 pm
I wonder if you ever ran into studies on 5 year implied CPD correlating with macro indicators, i.e. net external debt.
July 1st, 2009 at 1:47 pm
No, but not sure it would help much, CDS are forward looking, expectations matter more and by definition macro data is stale.