S&P Capital IQ are pleased to release the Global Sovereign Debt Credit Risk Report (formerly CMA) for 1st Quarter 2013. The paper focuses on changes in the risk profile of sovereign debt issuers, with the intention to identify key trends and drivers of change.
London, 22 January 2013 – Global sovereign CDS prices tightened 16% in Q4 2012 overall, as Europe rallied strongly and Greece repurchased debt, allaying fears of a Euro exit. The report, published today, names the top ten most and least risky sovereigns, as well as the best and worst performers of the quarter.
CMA will be partnering S&P Capital IQ in the up-comming event in Paris, to discuss the data challenges in the new era of risk management.
CMA today released its Global Sovereign Debt Credit Risk Report for the 3rd Quarter of 2012, in which it names the top ten most and least risky sovereigns as well as the largest percentage wideners and tigheners.
Greece re-enters CMA Sovereign Credit Risk Report
New York, Chicago and London - July 2nd, 2012 - S&P Capital IQ, a business line of The McGraw-Hill Companies (NYSE:MHP) offering global multi-asset class data solutions, market research and portfolio risk analytics to global investors, today announced the completion of its acquisition of London-based Credit Market Analysis Limited (CMA), a leading source of independent data in the over-the-counter markets, from CME Group.
Bonds & Loans Middle East is the leading fixed income event in the Middle East. It is the only conference that brings together issuers and investors with corporate bond and syndicated loan bankers to discuss the latest developments in the region’s debt markets.
As Europe’s largest hedge fund focussed gathering, GAIM has for the past 16 years become known as the place for 250+ active hedge fund investors and 400+ leading fund managers to get together to discuss the key global, political and economic challenges & opportunities impacting the alternatives industry today.
Greece exits the Sovereign report
A recent study by the National Bureau Of Economic Research looks at the pricing dynamics of sovereign CDS and Bonds within Europe. CMA’s historical sovereign data for both CDS and Bonds was selected for this report based on its credibility and reputation within the financial market and academic practices worldwide.
Europe’s leading figures will gather together on 15th - 18th May 2012 in London for V-FI, the first Summit to address issues central to the Valuation of Complex & Illiquid Financial Instruments.
An independent study looking at how the commonality’s within the CDS market differs within the time period of 2005-2010. CMA's historical CDS data was chosen by the authors as the basis for this academic report based on our reputation for reliable data and unique liquidity metrics.