Credit spreads
Yield evaluation using median spread curves: Jerry Tempelman column
Original headline:
Source: Credit
Judging whether high yield debt is fairly valued can be done using median spread curves.
Published online only
Source: Risk magazine
Banks should not book paper profits as their own debt quality worsens, the Risk conference heard yesterday
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More Credit spreads articles
High yield spreads no longer correlated to default rates: Jerry Tempelman...
Published online only
Source: Credit
High yield spreads are more highly correlated to the VIX index than to default rates.
Credit spread widening fails to generate buying interest
Published online only
Source: Credit
Despite spreads widening last month to more attractive levels, investors remain cautious on expectations of a prolonged period of volatility for the credit markets.
Credit spreads widen on Greece concerns
Published online only
Source: Credit
The positive sentiment caused by good Q1 results has faded as sovereign woes and the Goldman Sachs lawsuit weighed heavily on credit investors.
Greece bailout fails to convince investors
Published online only
Source: Credit
Greek bond yields have spiked again, suggesting investors are unappeased by the €45 billion bailout proffered by Eurozone countries and the International Monetary Fund. The rescue package, announced on April 11, would see euro area member states contributing...
Hung parliament could see gilts lose their shine
Published online only
Source: Credit
UK government bond yields are likely to spike in the event of a hung parliament in the country’s general election on May 6, market analysts have warned. “The expectation is that a hung parliament would be negative for gilts as it would be difficult...
Greek government bonds tumble again
Published online only
Source: Credit
Spreads on Greek government bonds have risen sharply in the past week, with investor sentiment deteriorating despite the European Union’s commitment to support the struggling southern European country. Greece completed its latest bond issue on March...
Credit Institute: Corporate debt may price inside sovereigns
Published online only
Source: Credit
Corporate bond spreads may soon move inside government bonds amid growing fears over sovereign default risk, according to panellists at the inaugural Credit Institute meeting, held in London on March 23. The spectre of sovereign default has been a major...
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