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Hace 2 días · The European debt crisis, often also referred to as the eurozone crisis or the European sovereign debt crisis, was a multi-year debt crisis that took place in the European Union (EU) from 2009 until the mid to late 2010s.
Hace 4 días · The purpose of this paper is to assess and predict sovereign credit risk for Egypt, Morroco and Saudi Arabia using credit default swap (CDS) spreads obtained from the DataStream database for the period from 2009 to 2022. Our approach consists of generating the implied default probability and the corresponding credit rating in order to estimate the term structure of the implied default ...
Hace 5 días · ECB urges Eurozone countries to cut high levels of debt. Central bank warns of fiscal challenges including ageing populations, extra defence spending and climate change. Explainer French ...
Hace 4 días · In this study, we assess the sovereign implied default probability term structure using. the Nelson and Siegel (1987) model, as recommended by Baranovski et al. (2009), Hua (2015), Caldeira et al ...
Hace 5 días · A Credit Default Swap (CDS) is a financial derivative that allows an investor to "swap" or offset their credit risk with that of another investor. Essentially, a CDS is a form of insurance against the default of a borrower.
Hace 6 días · Major source for credit default swap data. Earliest data tends to be around 2001. Includes indices and constituents. Notes: To obtain CDS sovereigns. Look up the Redcodes (the unique ID in Markit) for the country CDSs and add the variable REFERENCEENTITY
Hace 4 días · Sri Lanka declared its first-ever sovereign default in mid-April 2022, having run out of its foreign exchange reserves. The halt to the debt services meant that the multilateral creditor nations ...
