top of page
Proxy Credit Spread
Criat offers single-name proxy CDS spread curves (pCDS) for global public and private firms, providing mark-to-market valuation of their credit risk.
Criat pCDS is produced by Criat PD-AS-CDS models that translate Criat real-world PD term structure to risk-neutral credit spread curve. It covers every single firm that Criat produces PD.Customized version based on client’s PD system is also made available.
bottom of page