File:Sovereign credit default swaps.png
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Summary
DescriptionSovereign credit default swaps.png |
English: Monthly sovereign credit default swap prices (5Y quotes) of selected European countries since January 2010 (price at end of each month). The left axis is in basis points; a level of 1,000 means it costs $1 million to protect $10 million of debt for five years.
Data: CNBC (no historical data) If you know of another source with historical CDS quotes, please add it here, thanx. Original data sources: Greece, Portugal, Ireland, Hungary, Italy, Spain, Belgium, France, Germany, and the UK (not available anymore) Deutsch: Monatliche CDS-Preise von 2010 bis 2011. (Die Daten beziehen sich jeweils auf das Monatsende)
Čeština: Měsíční CDS ceny vybraných států v letech 2010-2011. |
Date | |
Source | Own work |
Author | Spitzl |
Other versions |
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Understanding the chart
The left axis is in basis points; there are 100 basis points to 1 percent. A basis point on a credit-default swap protecting $10 million of debt from default for five years costs $1,000 a year. So to protect $10 million of Greek debt when it costs 2,000 basis points is 2,000 x $1,000 = $2,000,000. There may also be initial fees on top of this amount, which may be quoted as a percentage of the amount covered.[1]
References
Licensing
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Items portrayed in this file
depicts
20 September 2011
File history
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Date/Time | Dimensions | User | Comment | |
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current | 07:51, 24 October 2016 | 392 × 620 (71 KB) | Spitzl | update |
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Horizontal resolution | 59.06 dpc |
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Vertical resolution | 59.06 dpc |