Sentences with phrase «default swap spreads»

Furthermore, insurance against defaults has gotten more expensive as measured by credit - default swap spreads for the big banks.

Our debt ratings utilize fixed income market data such as bond - implied gaps and credit default swap spreads as well as traditional credit analysis to arrive at a debt rating that we feel is more accurate and timely than conventional debt ratings.

The gain was due to an increase in the differential between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

The carrying value and the fair value of the facility as of December 31, 2007 represents the present value of the differential in the spreads between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

And panic there is: even with the rebound of the past two days, the stock is down 44 % since the Deepwater Horizon accident, the credit - default swap spreads have widened to all - time highs, seven analysts have cut their rating this week alone, and well - known energy investment banker Matt Simmons said on Wednesday that «I don't think BP is going to last as a company for more than a matter of months.»

Now they utilize a whole range of different measurements, which can include credit default swap spreads and profitability.

And earlier this week the UK's Credit Default Swap spread, or the price of insuring against a sovereign default, was lower than Germany's.

This leads the corporate bond market default in tandem with rising credit default swaps spreads.

According to data provided by CMA DataVision, the credit specialists, the 10 - year credit default swap spread — a form of insurance contract against issuer default — has risen steadily — from 1.6 basis points (0.016 %) in July 2007, to 16 basis points in March 2008, to 30 basis points in September, to over 40 basis points on October 27 — see the chart below for the spread history so far this year.

The S&P / ISDA U.S. Energy Select 10 Index tracks the largest debt issuers of energy companies with consistent credit default swap spread data.

Not exact matches

Spreads between corporate bond yields and swap rates and the premia on credit default swaps have fallen slightly over the period, and are very low by historical standards (Graph 44).

Trading volume for credit default swaps on French government debt also surged as spreads spiked.

Spain and Italy are holding up better, he adds, but 10 - year yield spreads to Germany and credit default swap prices for both of these Southern European countries have also been creeping up.

When word of his investments reaches a banker, Jared Vennett who goes into the credit - default - swap business with Mark Baum, the grapevine information spreads to Charles Geller (John Magaro) and Jamie Shipley (Finn Wittrock) whose garage - based investments turn $ 110,000 into a nine - digit sum.

The credit default swap (CDS) market is beginning to show spreads widening for consumer discretionary entities which is a bad signal for the economy.

I understand that for a credit default swap (CDS), its CDS spread is the rate of payments that the buyer of the CDS makes to the seller in each year.

Investments: Greek bonds, Italian bonds, credit default swaps, European banks, the dollar / euro spread, US banks, US stock market — listed in order of declining risk and reward.

An Empirical Comparison of Credit Spreads Between the Bond Market and the Credit Default Swap Market by Haibin Zhu of the Bank for International Settlements (490K PDF)-- 37 pages — August 2004

They're effectively leveraged bets on spread movements in indices of credit default swaps.

The performance of credit default swaps, like that of corporate bonds, is closely related to changes in credit spreads.

Additionally, in the face of the disruption in the credit markets and the recent announcements by Fitch, Moody's and S&P concerning financial guarantee insurers generally and MBIA Corp. in particular, the price of our common stock has experienced a significant decline and there has been a widening of spreads on our credit default swaps.

This recent widening of spreads on our credit default swaps could impact the perception of our financial condition by MBIA Corp.'s insured bondholders and counterparties and could affect their willingness to purchase MBIA Corp.'s insured bonds and to continue to enter into transactions with MBIA Corp..

Bear ran with high leverage that made them vulnerable to attacks from those that bought credit protection in the credit default swap market... as those spreads went up, the willingness to extend credit went down.

Beyond that, there were credit default swap [CDS] spreads, which were just becoming a factor then.

where Open image in new window is the credit default swap (CDS) spread on the contemporaneously issued debt by the issuer with a similar tenor to the structured product.

CR01: Credit Sensitivity — Credit Default Swap [CDS] price change for 1bp shift in Credit par spread — same as DV01, but applied to CDS instead of a bond.