Thursday, August 11, 2011

European Sovereign Credit Default Swaps

Prices of credit default swaps on the sovereign debt of various countries can be found here. France (167.8) is judged by the market to be about twice as risky as Germany (83.8) and three times as risk as the US (54.4) but is not in the same league as Greece (1726) or Ireland (777).

If you believe the market ...

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