Credit default swaps

Discussion in 'Economics' started by Doji7, Jul 10, 2008.

  1. Doji7

    Doji7

    Any public website show current default swaps of banking sector?

    Thanks
     
    #1     Jul 10, 2008
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  2. mjmjun26

    mjmjun26

    Credit Derivatives Research publishes a Counterparty Risk Index. It averages the CDS spreads of the 15 most active banks in the credit derivative space to provide a measure of default risk for this group.

    http://www.creditresearch.com/cdrweb/index.jsp
     
    #2     Aug 6, 2008
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