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PECDS

An abbrevaition for par equivalent CDS spread; a measure of the creditworthiness of a bond. It sets the bond’s Z-spread…

    PECS Basis

    The difference between the CDS spread and par equivalent CDS spread: PECS basis = CDS spread - PECS It captures...

      PECS

      An acronym for par equivalent CDS spread; a measure of the creditworthiness of a bond. It sets the bond’s Z-spread...

        Par Equivalent CDS Spread

        A measure of the creditworthiness of a bond. It sets the bond’s Z-spread curve against the CDS contract (CDS spread)....