Tag Info

New answers tagged

6

I guess it depends on what they're referring to... The traditional swap curve (LIBOR-based) is certainly not risk free, as evidenced by the experience of the financial crisis and the resulting migration to OIS discounting. The OIS curve (which is a kind of swap curve...) is now the standard risk-free curve. The Treasury yield curve is not favored, because ...


2

Here is another Credit Default Swap database which is rather extensive, daily spreads of roughly 700 entities starting in 2006.



Top 50 recent answers are included