Credit Valuation: Fair Credit Spreads
Interactive

Credit Valuation: Fair Credit Spreads

Intuition Publishing Pty Ltd
Updated Sep 24, 2020

The credit triangle relates the credit spread to the probability of default (PD) and the recovery rate (RR). If two of the elements are known, the third element can be deduced. Here we discuss the different types of credit spread and the relationships between them.

;