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I need a measure that will proxy for overall credit risk in the banking industry of Turkey. The literature offers LIBOR-OIS spread and Moody's Baa-Aaa spread as strong candidates. However, these measures are not available for the Turkish case, according to my searching efforts till now. Further, these measures cannot be manually created (i.e. take the LIBOR rate and OIS rate from sources and subtract) due to lack of available data. Can you suggest alternative measures for credit risk in banking industry? Thanks in advance. Onur

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