What would be a suitable metric to assess credit risk on a relative basis when making a

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What would be a suitable metric to assess credit risk on a relative basis when making a relative value decision?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:44 AM

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What would be a suitable metric to assess credit risk on a relative basis when making a

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A suitable metric to assess credit risk on a relative basis when making a relative value decision is a returnrisk metric Default probabilities are used along with credit spreads in this metric which m...View the full answer

Bond Markets Analysis and Strategies

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