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Bond Valuation from CDS Prices Bloomberg Screen VCDS

Bond Valuation from CDS Prices Bloomberg Screen VCDS [Pg.217]

Bloomberg users can use screen VCDS to obtain a CDS-price implied bond valuation, which can be compared to the actual market-observed asset swap price for a bond. This can then be used as a measure of relative value. [Pg.217]

FIGURE 10.13 shows this page used to value the 9.125% of2030 Eurobond issued by British Telecom PLC as of September 10, 2008. This takes [Pg.217]

Bghd Vakiation from Credit Default SprEa-ds Owcount Curve [Pg.217]

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