DASVal™
Credit default spread analytics
- Corporates
- Sovereigns
Performs default-adjusted valuation and risk analysis of bonds, using default rates predicted by
CDS spreads, including expected cash flows, default-adjusted spread, and default-adjusted duration,
convexity, and partials.
CDS spreads, including expected cash flows, default-adjusted spread, and default-adjusted duration,
convexity, and partials.
