Greek cds spreads

In addition to indicators such as compliance with regulatory solvency requirements and prospective capital adequacy as certified by the national supervisory authorities, pre-crisis CDS spreads and ratings should, for example, be a good basis for differentiation of remuneration rates for different banks. Greek CDS spreads widen on debt worries By The spread on five-year Greek credit default swaps, or CDS, widened 43 basis points to 1,360 basis points on Monday, according to data provider The cost of insuring Greece's debt against default shot to a new high on Thursday, as investors increasingly see the country in a risk class of its own, even compared with other troubled euro-zone

Massive sell-offs occurred for instance in Greek government bonds, with CDS spreads on Greek bonds jumping above. 1,000 basis points. These tensions  8 Mar 2012 Fortunately I haven't paid a single cent to buy those high risk/low reward bonds. Some months ago Greek 5-year CDS spread climbed all the way  2012a). After that, when Greek CDSs were finally settled, the fact that Greek CDS researchers documented that it is the bond price that follows the CDS spread. 16 Apr 2019 Abstract. This study provides a dynamic analysis of the lead-lag relationship between sovereign Credit Default Swap (CDS) and bond spreads 

Greek credit default swap (CDS) spreads finished yesterday's trading at 1,104 basis points, 6bp lower than the all-time high reached on January 10, according to financial information provider Markit, as Moody's downgrade of the sovereign at the start of the week further increased risk perceptions.

9 Jan 2015 "'Grexit' is back on the agenda Greece's spreads have widened considerably amid uncertainty over its status in the eurozone CDS still  9 May 2011 The spread on five-year Greek credit default swaps, or CDS, widened 43 basis points to 1,360 basis points on Monday, according to data  29 Nov 2019 Greek credit default swaps (CDS) surprisingly represent the second While the spread of the five-year CDS has shrunk to a historic low of 150  19 Mar 2012 It's over. The long-running drama over Greek credit default swaps finally came to uneventful end on Monday with a $2.5bn pay-out for those  CDS data provided by: S&P Capital IQ. Trending Now.

A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor) or other credit event. That is, the seller of the CDS insures the buyer against some reference asset defaulting. The buyer of the CDS makes a series of payments (the CDS "fee" or "spread") to the seller and, in exchange, may expect to

9 Jan 2015 "'Grexit' is back on the agenda Greece's spreads have widened considerably amid uncertainty over its status in the eurozone CDS still  9 May 2011 The spread on five-year Greek credit default swaps, or CDS, widened 43 basis points to 1,360 basis points on Monday, according to data  29 Nov 2019 Greek credit default swaps (CDS) surprisingly represent the second While the spread of the five-year CDS has shrunk to a historic low of 150  19 Mar 2012 It's over. The long-running drama over Greek credit default swaps finally came to uneventful end on Monday with a $2.5bn pay-out for those  CDS data provided by: S&P Capital IQ. Trending Now.

8 Mar 2012 Fortunately I haven't paid a single cent to buy those high risk/low reward bonds. Some months ago Greek 5-year CDS spread climbed all the way 

have been one of the key factors behind the recent dramatic widening of sovereign CDS spreads for the most troubled euro area countries (e.g. Greece, Ireland  Indeed, the surging spreads on the Greek sovereign CDS have raised concerns for the cost of public borrowing in this country, which reached unbearable levels.

15 Sep 2011 In Greece, credit default swaps have become prohibitively expensive. We think there are big concerns and the spreads don't adequately 

We also examine whether CDS spread cause changes in bond spreads, and Greece and Spain, the reverse relationship for France and Italy and a feedback  4 Apr 2018 cratic CDS spread for the sovereign debt together with a broad market index. Numerical results are reported using S-CoCo designs for Greece,  Massive sell-offs occurred for instance in Greek government bonds, with CDS spreads on Greek bonds jumping above. 1,000 basis points. These tensions  8 Mar 2012 Fortunately I haven't paid a single cent to buy those high risk/low reward bonds. Some months ago Greek 5-year CDS spread climbed all the way  2012a). After that, when Greek CDSs were finally settled, the fact that Greek CDS researchers documented that it is the bond price that follows the CDS spread.

Historically, the Greece Government Bond 10Y reached an all time high of 41.77 in March of 2012. The Greece 10 Years / Germany 10 Years Government Bond spread value is 261 bp (last update 16 Mar 2020 11:15 GMT+0). Spread changed -6.9 bp during last week, +130.9 bp during last month, -111.8 bp during last year. Current Spread is close to 6 months maximum value About Greece Govt Bond 10 Year Acting as Benchmark. The rates are comprised of Generic EUR Greece government bonds. The underlying benchmark bonds are located under {YCGT0156 DES} 2 for 'Members'. These yields are based on the bid side of the market and are updated intraday. To view all terms/securities type {ALLX GGGB}.