Skip to Content

Sovereign Credit Default Swaps And Consensus Credit Estimates

This White Paper shows that consensus credit risk data sourced from IRB banks can be combined with market data to give realistic, indicative valuations for a broad range of traded and untraded assets. This framework has many applications, not just for Sovereign CDS but also for Corporate CDS and bonds, as well as bilateral loan insurance pricing and CVA calibrations.

Download PDF

Please complete your details to download the PDF of this report.

"*" indicates required fields

This field is for validation purposes and should be left unchanged.

Want to see Credit Benchmark in action?

Schedule a short 30 minute demo and let our team walk you through the platform, demonstrate key capabilities, and answer any questions live.