Credit default spreads -Coursework

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Hello,

This is an extremely important study, which I need to score an A at.

This study should involve a review of key literature and journal articles explaining clearly your understanding about the CDS valuation methodologies and the impact on CDS spreads of a variety of different factors and markets.

All instructions will be in the file I will upload shortly .. Please BARE IN MIND that this study has Four parts in which you will only answer part (C and D). The first Two parts (A and B) will be answered by my partner.

I will be receiving feedbacks from the professor, so I might ask you to revise or amend some parts of this study.

Thank you.

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In addition to the file I sent to you, I have some VERY IMPORTANT notes to mention:

In part C) you need to talk about (causality relations) finds out when bond, equity or option leads and why? e.g in 2007 (volatility) options lead. and when market is down, bond leads.

In part D) you need to talk about the future of CDs, where we are going next?, what managing use of CDs?, what CDs going for the future?. Also, Sovereign review.

Do not forget to include charts to support your arguments

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