Apr 28, 2026

What makes a good Credit Short

Ignore title. Going to a LO cross-cap-stack (HY, Distressed) fund this summer, did L/S (net short) equities previously and got curious after a networking chat - lots of material covers what makes a good (equity) short, but what makes a good credit short? 

  1. Different recovery estimates under default? 
  2. Do you short with the expectation of filing as the catalyst?
  3. Or Credit rating downgrades?
  4. Do fundamentals even factor other than the ramp up to insolvency?  

Anecdotally the only major price action (>10c) I've seen in credit is when filing / risk of LME comes to be discussed, but I've yet to sit at a desk staring at pricing all day.

TLDR: is shorting credit based on a hard rating/process catalyst or earnings deltas? I'd wager the former but curious on thoughts.

3 Comments
 

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