CMA Global Sovereign DebtCredit Risk Report (1stQuarter 2011)
April 11, 2011
economy, CM, Risk, default
CDS values are calculated by CMA Datavision TM - an independent CDS and bond pricing service based on data collected from CMAs consortium of over 35 CDS buy-side firms. CMA Datavision TM CDS is the only CDS pricing service to provide independent, intraday price verification for single name CDS, indices and tranches. Unless otherwise stated, all CDS values are the midpoint on the five year tenor and are based on London closing values from 31 st March 2011. Record highs are determined by closing values and do not factor in intraday highs.
CMA 1stQ 2011.xlsx