Credit Default Swaps CDS
Die gehandelten CDS bilden einen inzwischen hinreichend liquiden Markt, so dass deren Marktpreise zur Kalibrierung der Kreditausfallswahrscheinlic... benutzt werden können.
Die aus dieser Kalibrierung entstehende Credit Spread Curve bildet die Grundlage für die Bewertung weiterer Produkte.
www.itwm.fraunhofer.deCredit Default Swaps CDS
Meanwhile, the traded CDS have formed a sufficiently solvent market, so that their market prices can be used for the calibration of a credit?s default probability.
The credit spread curve resulting from this calibration is the foundation for the pricing of further products.
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