Hi,
Understand that iTraxx Crossover is commonly used as proxy for HY market sentiment (at least in Europe). The computation of it is CDS spreads of 75 HY names.
Question from me is if the CDS spread measure can be taken as a proxy for the market wide Z spread? Or put differently are CDS typically “floating” instruments?
| +53 | Looking for a Fund Manager to partner with to start a new fund. | 26 | 12h | |
| +34 | Law to Quant Pivot? | 10 | 4d | |
| +30 | How to destress at Pod HF? | 8 | 3d | |
| +23 | Starting Personal Account | 12 | 2d | |
| +19 | Hedge Fund WLB | 6 | 3d | |
| +18 | Any R course recommendations? | 14 | 23h | |
| +16 | Which Funds focus on timing the broad market rather than L/S individual equities? | 10 | 3d | |
| +16 | Track Record Expectation For PM's | 22 | 1h | |
| +15 | CRE Team at Credit Oriented Hedge Fund | 3 | 5d | |
| +15 | CRE Team At Credit Oriented Hedge Fund | 0 | 6d |
Career Resources
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
Voluptate et in est hic eos nisi sit reiciendis. Vel fugit mollitia est quia aperiam adipisci laudantium. Ratione vel id deleniti facilis expedita. Amet et explicabo facere reiciendis nobis.
Et provident officiis corporis. Esse placeat est quo quibusdam nemo. Non odit molestias ullam. Odio eveniet sunt consequatur autem in. Est reiciendis illo quos quod possimus nisi est. Sit vero accusamus et voluptatem.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...