Tag Archives: Credit Default Swaps

2012: Sovereign Risk Compression

Great data from Bespoke.  Looks like Portugal is the odd man out as the only government in which its CDS spreads have widened this year. (click here if table is not observable)

Posted in Sovereign Debt, Sovereign Risk | Tagged , , , | 2 Comments

Post hoc ergo propter hoc

Correlation = 1)  causality; 2) spurious; or 3) reverse causality?   You decide….. Source: Bond Vigilantes

Posted in Bonds, PIIGS, Sovereign Risk | Tagged , , | 1 Comment