Over the last week, Treasury 2-year yields moved to 4.27% this week from 4.29% last week. At 10 years, this week’s yield is 4.63%, compared with 4.6% last week. As a result, the current 2-year/10-year ...

NEW YORK, May 31 (Reuters) - The probability of a U.S. default has declined to its lowest since January, according to MSCI estimates, as a debt ceiling deal gets closer to the finish line. The ...

In another sign that the U.S. economy is headed for a rough landing, leveraged loans’ and high yield bonds’ probability of default and actual defaults continue to rise. Market signals, as well as ...

The credit quality of an entity is essential information that reflects that entity’s financial health and its ability to meet debt obligations. Credit quality can be expressed as a credit score, but ...

Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...

Estimates of probability of default (PD), loss given default and exposure at default for portfolio segments containing reasonably homogeneous assets are essential for prudent risk management as well ...

Chances of a US debt default have more than tripled since the start of the year, according to MSCI. MSCI said trading activity in US government credit default swaps have surged as investors buy ...

An icon in the shape of a lightning bolt. Impact Link What is the mathematical likelihood that a sovereign will default? Citi's Investment and Research team thinks they have a pretty good answer. A ...

Lenders use some common measures to predict how risky a borrower might be Chip Stapleton is a Series 7 and Series 66 license holder, CFA Level 1 exam holder, and currently holds a Life, Accident, and ...

Estimation of probability of default (PD), loss given default and exposure at default for portfolio segments containing reasonably homogeneous assets is essential for prudent risk management as well ...