Holger Zschaepitz on X: "This chart shows how blatantly negative Credit Suisse is perceived by the markets. CDS markets are pricing in a probability of default of 38%. https://t.co/y8ZKrpQumd" / X
![The Pricing of Credit Default Swaps During Distress in: IMF Working Papers Volume 2006 Issue 254 (2006) The Pricing of Credit Default Swaps During Distress in: IMF Working Papers Volume 2006 Issue 254 (2006)](https://www.elibrary.imf.org/view/journals/001/2006/254/images/full-9781451865141_f0016-02.jpg)
The Pricing of Credit Default Swaps During Distress in: IMF Working Papers Volume 2006 Issue 254 (2006)
Holger Zschaepitz on X: "WTF? Costs of insuring against Deutsche Bank default (CDS prices) jump in violent move while share price plunge as stress in banking system keeps rising following Fed rate
![Payoff and price approximations of CDS options. The first row displays... | Download Scientific Diagram Payoff and price approximations of CDS options. The first row displays... | Download Scientific Diagram](https://www.researchgate.net/publication/303489017/figure/fig3/AS:365545573634052@1464164264490/Payoff-and-price-approximations-of-CDS-options-The-first-row-displays-the-polynomial.png)