Discover the key differences between default and credit spread risks and why it's crucial for market participants to ...
Provider of risk and analytics solutions Qontigo has enhanced its Axioma Credit Spread Factor Risk Model with the addition of credit default swaps (CDS) and increased factor coverage. The updates to ...
The question of the moment in markets is whether we are in an AI bubble, as stocks seem awfully expensive amid hopes that artificial intelligence will transform the economy. But there is another ...
Credit growth is a predictor of financial crises. The transition into a crisis begins with a large change in credit spreads, according to a working paper published by the National Bureau of Economic ...
Credit spreads on risky high-yield euro-denominated corporate bonds narrowed to their tightest levels this year, buoyed by optimism on prospects of a U.S. Federal Reserve interest-rate cut in ...
The SPDR Bloomberg High Yield Bond ETF offers diversified exposure to US high-yield corporate bonds, aiming to convert credit risk premium into regular income. JNK's performance is driven by coupon ...
The U.S. equity market hasn't exactly been smooth sailing of late. But in the market for corporate bonds, everything looks fine. The spread between yields on investment-grade and high-yield credits ...
Credit spreads are flashing complacency as too much capital chases too few deals. This creates a tricky situation for the market. Personally, I see tight spreads not as safety but as distortion, as ...