S&P launches market-weighted CDS sovereign index
Market-weighted indexes that allow investors to track the credit default swap market for sovereign entities have been launched by Standard & Poors
Rating agency Standard & Poor's (S&P) has launched a series of credit default swap (CDS) sovereign indexes designed to track the credit default swap market for sovereign entities.
Consisting of the International Developed Nation Sovereign CDS Index and S&P Eurozone Developed Nation Sovereign CDS Index, the index series allows investors to make comparisons in the international bond market while offering a perspective on the cost of default protection based on those market weights, and to measure
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