Markit Debuts ‘Predictive’ Credit Factors
Markit has unveiled a new service that assigns credit default swap contracts a score—which predicts whether CDS spreads will widen or tighten—derived from analysis of equities and options market data, to help traders identify trading opportunities or potential risks arising from movements in other marketplaces.
The Credit Factors service assesses up to nine groups of factors—incorporating more than 80 measures for single-name CDS contracts—to produce predictive scores for the universe of CDS
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