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 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
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.
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.
Global sovereign debt performances for Q4 2011 revealed, in CMA's latest Sovereign Debt Credit Risk Report
Global sovereign debt performances for Q3 2011 revealed, in CMA's latest Sovereign Debt Credit Risk Report
CMA today released its Sovereign Debt Credit Risk Report for the 2nd quarter 2011, in which it names the top ten most and least risky sovereigns, and the best and worst performers.
CMA today released its Sovereign Debt Credit Risk Report for the 1st quarter 2011, in which it names the top ten most and least risky sovereigns, and the best and worst performers.
A recent independent study by the National Bureau of Economic Research found that " different data sources do not reflect credit risk information equally efficiently and that CMA' Datavision "leads the credit risk price discovery process."