credit-default-swap

  1. QuantMan2318

    Value of a Credit Default Swap

    Hi @David Harper CFA FRM Good to contact you after a while. I had a question which may be relevant to the folks studying credit risk here as well, I had this after I was studying for the CFA While valuing CDS, we have something called the CDS spread - is this equal or equivalent to the CVA...
  2. R

    CDS - Bond basis factors : confusing impact

    Hi David, I am getting very confused with the impact of the factors on CDS minus Bond basis (especially positive basis and negative basis as described below). I feel like i am missing something extremely basic causing all the factors influence to be illogical in sign.. I would sincerely...
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