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  • EUR Vs GDP-Weighted CDS

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    CreditTrader
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    The document shows a line graph with two metrics plotted over time: the USD/EUR foreign exchange rate is shown decreasing from around 1.55 to 1.2, while the GDP-weighted EUR credit default swap rate is shown increasing from around 30 basis points to over 150 basis points.

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    EUR vs GDP-Weighted CDS

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    The document shows a line graph with two metrics plotted over time: the USD/EUR foreign exchange rate is shown decreasing from around 1.55 to 1.2, while the GDP-weighted EUR credit default swap rate is shown increasing from around 30 basis points to over 150 basis points.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    99 views1 page

    EUR Vs GDP-Weighted CDS

    Uploaded by

    CreditTrader
    The document shows a line graph with two metrics plotted over time: the USD/EUR foreign exchange rate is shown decreasing from around 1.55 to 1.2, while the GDP-weighted EUR credit default swap rate is shown increasing from around 30 basis points to over 150 basis points.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 1

    1.

    55 30

    1.5
    50

    1.45

    70
    1.4

    1.35 90

    1.3
    110

    1.25
    USD / EUR FX rate
    GDP-Weighted EUR CDS (bps) 130
    1.2

    1.15 150
    Feb-09 May-09 Aug-09 Nov-09 Feb-10 May-10 Aug-10

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