M mjmjun26 Aug 6, 2008 #2 Credit Derivatives Research publishes a Counterparty Risk Index. It averages the CDS spreads of the 15 most active banks in the credit derivative space to provide a measure of default risk for this group. http://www.creditresearch.com/cdrweb/index.jsp
Credit Derivatives Research publishes a Counterparty Risk Index. It averages the CDS spreads of the 15 most active banks in the credit derivative space to provide a measure of default risk for this group. http://www.creditresearch.com/cdrweb/index.jsp
