Sovereign default probabilities daily series

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Другие действия

Frequency

Daily

Date range

07 января, 2014 - 02 января, 2015

Publication date:

02 января, 2015

Accessed on:

06 января, 2015

Source

Deutsche Bank Research

Original data

https://www.dbresearch.com/servlet/reweb2.ReWEB?rwnode=DBR_INTERNET_EN-PROD$EM&rwobj=CDS.calias&rwsite=DBR_INTERNET_en-PROD

Uploaded by

Kirill Kosenkov

Description

CDS-implied sovereign default probabilities for various recovery rate assumptions computed by Deutsche Bank Research Team from CDS spreads. For more information about computation consult DB Research notes