Analysts have interpreted the IG credit risk premium in various ways — but the point is to harvest it

By Duncan Sankey, portfolio director and head of credit research, Cheyne Capital

Selling CDS protection could be the most effective way of capturing excess premiums in investment grade credit

Subscriber-only article

This article is available only to Creditflux subscribers and free trial users within 30 days of publication.

Already a subscriber? Not logged in? Click here to login.

If you have not already done so,
you may request a FREE TRIAL by clicking here

This trial will give you:
  • 4-weeks' free online access to our
    most recent subscriber-only articles
  • Daily breaking news alert sent by email
  • A print copy of Creditflux

If you currently have a free trial, you will see this message when you try to view articles older than 30 days.

TAGS: Europe Investment grade credit Performance Cheyne North America