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Global Sovereign Debt Report - A Market Driven Perspective: 3rd Quarter 2014

Welcome to the latest edition of S&P Capital IQ’s Global Sovereign Debt Report. This report takes a retrospective look at the implied risk profile of Sovereign Credit Default Swap (CDS) trends during the previous quarter and is created using S&P Capital IQ's reliable, consensus-based pricing data sourced from major buy and sell side trading desks.

In this edition, read about the effects that the updated and revised 2014 ISDA Credit Derivatives Definitions have had on European Credit Default Swap levels.

Report Highlights:

  • Venezuela now tops the Most Risky Sovereign Credits table, following Argentina's default on 1st August
  • Greek CDS widens under the 2014 ISDA credit derivatives definitions
  • Egypt’s sovereign CDS tightened 15% and is one of the few emerging market tighteners this quarter

Read the full report here.