Economy / Finance

Recent B3 and Caa Spreads Imply Investors Are Not Being Well Compensated for Default Risk

From Credit Trends from Moody's Analytics
May 15, 2017 - 7:34pm
... the closer a rating category is to default, the stronger is the correlation between the aggregate default predictor, in this case the average high-yield EDF metric, and the rating category’s high-yield spread.

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