How close is this proxy for the DV01?

Hi guys,what r your thoughts on the 2008 scenario for the financial markets? Particularly, where do the LIBOR, Treasury rates, Prime, ... go? What are the possible extreme moves we can encounter in 2008?Regards,Villi

Does BBG have historical spreads for CDX.NA.IG? Does anybody knows the tickers/fileds/...?Thanx

<t>Is this accurate to say thatV(Defaultable Bond) = V(Non-defaultable Bond) + V(CDS),where - Defaultable as weel as Non-defaultable bonds have the same maturities, coupon rates, and the like- Defaultable bond is the underlying of the CDSCan one interprete V(CDS) as a "fair" credit spread for the de...

Hey guys,how can I check average CDS par spreads in BBG (per rating)?

Hi guys,if you were to sell a put option on a corporate bond (Caa rating), how would you estimate the volatility to price it?ThanxVilli

How to get zero yield curve spreads for Caa in BBG?

Guys, where I can find the LATEST default probabilities based on the credit ratings?Thanx

<t>Hey guys,I've got a question. There is a CDS with bank A, and reference entity being company B. What is the correct way to calculate the credit exposure for the CDS:- given default of the bank A, calculate the value of the CDS- given the default of the bank A and company B, calculate the lossAre ...

Jwmaiden, thank you for such a deliberate answer.

Guys, which fields did you use? What are the name of the fields for- zero curve- strip curveGmike2000, what did you end up using for swap pricing? Which instruments?

Hey guys,where one could get- Recovery Rates- Recovery RatingsIs there any free source?

yes, z = log(x) should kill x's. after this substitution completed you might wanna take a look at http://eqworld.ipmnet.ru/index.htm

Did you try something like z=log(x)? If not, try it. What do you get?

I am talking about USD.