credit default swap monitor CDS DataVision said this week. CMA's quarterly survey of credit default swaps, which are used to insure against restructuring or default of debt, found Venezuela's debt ...

Python code to bootstrap Probability of Default (PD) from Credit Default Swap (CDS) spreads.

So is the “Short Uncle Sam” trade. Betting against U.S. Treasurys using credit-default swaps has been a big winner this year. The price of insuring five-year U.S. Treasury notes passed 50 ...

The managers eschew below-investment-grade debt and often use derivatives such as credit default swap indexes and Treasury futures to adjust positioning based on their macro views. Credit default ...

In 1935, the "gold clause cases" went before the Supreme Court where the Court upheld the abrogation. This time around, even if the Supreme Court ruled that a debt swap was not a legal default, credit ...

Blythe Masters made her name at JP Morgan where she was credited with developing the credit default swap before the financial crisis in 2008. She is today chief executive at UK-headquartered FNZ ...

The downgrade also includes the company’s probability of default rating (PDR), which has ... The downgrade comes as Moody’s expects RH’s credit metrics to remain weak due to a challenging ...

The data, which covers the period up to March 31, 2025, has been shared as part of the company’s commitment to providing monthly credit performance ... s Long-Term Issuer Default Ratings to ...