April 2011

Learn more how the CDS-implied EDF™ (expected default frequency) model can help in your risk management processes. The CDS-Implied EDF measure links two commonly used risk metrics, default probabilities and CDS spreads, in a credit measure that can be compared directly with Public Firm EDF credit measures.

Learn more how the CDS-implied EDF™ (expected default frequency) model can help in your risk management processes. The CDS-Implied EDF measure links two commonly used risk metrics, default probabilities and CDS spreads, in a credit measure that can be compared directly with Public Firm EDF credit measures.