Credit default swaps

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

  1. Doji7


    Any public website show current default swaps of banking sector?

  2. 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.