Friday, December 05, 2008

Seeing average mid slightly over 1100bps. If we assume a recovery of 25%, over half the names are priced to default over the next five years.

It was only on Wednesday it passed 1000bps

http://www.noelwatson.com/blog/PermaLink,guid,0d31c672-bb52-4549-9187-0e115b030bf4.aspx

Friday, December 05, 2008 12:35:22 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
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