Credit-Implied Volatility | Research & Policy Center

Credit-Implied Volatility | Research & Policy Center




The credit-implied volatility (CIV) surface is introduced as an organizing framework for analysis of credit spreads, providing a description of CDS spreads for firms across the credit spectrum, of varying maturities, and at all points throughout the credit cycle.


BY KIIGSOFT TECH CEO NYESIGA NABOTH

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