facebookHow do credit swap rates work? Are they inversely related to bond yields? - Seedly

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Anonymous

18 Apr 2019

General Investing

How do credit swap rates work? Are they inversely related to bond yields?

Discussion (1)

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Let's imagine a scenario:

A company wishes to raise money for expansion and so issues a 10-year bond for 5% interest annually. Principal will be paid back at the end of 10 years. The bond buyer will natually have carry some risk (the company unabling to pay the 5% interest every year or default on the principal). The individual will then approach a credit default seller (essentially an insurance company) to pay a premium in order to secure the interest/premium.

Credit specific factors such as documentation, convertible issuance and the market’s expectation of debt buybacks, as well as macro factors such as liquidity differences and segmentation between markets, low bond market supply and structured credit flows can all exert different pressures on bond and CDS spreads.

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