TITLE

Cheap, Any Way You Look At It

AUTHOR(S)
Sheahan, Matthew
PUB. DATE
October 2011
SOURCE
High Yield Report;10/17/2011, p14
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
The article focuses on the calculation of default forecast pricing. It presents a critique on the Wall Street method of calculating levels of corporate defaults using the breakeven spread method. It offers an alternative method based on the distressed ratio method propounded by Martin Fridson, global credit strategist at BNP Paribas Investment.
ACCESSION #
66704461

 

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