Fitch market indicator report

News

news-6-gif

While market-based indicators such as credit default swaps are an effective tool for monitoring short-term market sentiment towards debt issuers, a recent study by Fitch Ratings has found that over the last two-year credit cycle these indicators have been less useful for assessing medium-term corporate credit quality.

Advocates of market-based indicators have pointed to CDS spread widening on certain headline credits in the months prior to their 2002 defaults as evidence of the predictive

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here