CDS: Narrowing continues across issuers

Credit default swap 5-year mid-levels for structured products issuers

Banco Santander, S.A.

65.55

Bank of America Corp.

147.375

Barclays Bank Plc

93.015

BNP Paribas

46.605

Citigroup Inc

315.04

Commerzbank AG

91.21

Credit Agricole SA

81.105

Credit Suisse Group

67.03

Deutsche Bank AG

91.3

Goldman Sachs Group Inc

111.685

HSBC Bank PLC

60.08

ICICI Bank Limited

257.5

ING Bank NV

62.585

JP Morgan Chase & Co.

67.685

KBC Group NV

224.4

Mizuho Corporate Bank

87.5

Morgan Stanley

155.64

National Australia Bank

85.92

Nordea Bank AB

89.4

Royal Bank of Scotland Group Plc

128.475

Societe Generale SA

76.54

Standard

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

Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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