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Segmented Arbitrage: Corporate CDS-Bond Basis (Project 12)

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CDS-Bond Basis Replication: Project Tour

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Pipeline Dataframes 📊

Dataframe: SE:cds_basis_aggregated - cds_basis_aggregated
Dataframe: SE:cds_basis_non_aggregated - cds_basis_non_aggregated

Categories

Arbitrage (1)
Basis (1)
Bonds (1)
Cds (1)
Replication (1)

Tags

CRSP Treasury
Federal Reserve Yield Curve
WRDS Bond Returns
WRDS Markit

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Chart List

Chart List#

Chart: CDS-Bond Basis Replication

CDS-Bond basis spread by rating category

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CDS-Bond Basis Replication: Project Tour

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Dataframe: SE:cds_basis_aggregated - cds_basis_aggregated

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