The FCF Bank Monitor is a comprehensive semi-annual analysis of the historic and current spreads of credit default swaps for banks most active in the German corporate lending market. The analysis provides the short-term, medium-term and long-term market view on such banks’ credit default risks and is an indicator for banks’ (re-)financing costs in the capital markets
- Historical Analysis
- Long-Term Price Development
- Price Volatility Analysis
- Long-Term Credit Ratings
- Regression Analysis
- Default Probability Analysis
- Trend Analysis of Funding and (Re-)Financing Costs
