The CDS market seems to be drying up, funding&liquidity issues are now prevalent over credit, so other sources for default probabilities are needed.

What else is commonly used to obtain a default term structure? ASW spreads/credit OAS? ASW + early termination + repo?

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    $\begingroup$ am I the only one who does not understand the title ? ;) $\endgroup$ – Ric Mar 20 '15 at 12:17
  • $\begingroup$ Thanks, probably an edit gone wrong... (we can delete these comments anyway.) $\endgroup$ – Quartz Mar 20 '15 at 14:48

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