Monday May 19 2014

News Source: Global Exchanges

Focus: Credit Rating

Type: General




The European Securities and Markets Authority (ESMA) have published the second Risk Dashboard of 2014.

ESMA’s Risk Dashboard covers an assessment of the following for the first quarter of 2014;

• Systemic stress indicators
Conditions in securities markets; risks in EU sovereign debt markets; Market clustering; Funding Risk; Valuation Risk; Market functioning
• Liquidity risks
Sovereign bond bid-ask spreads; Equity Illiquidity Index; Bond Volatility; Equity Volatility
• Market risk
Corporate bond spreads; Investment fund flows
• Contagion risk
Sovereign spreads; Sovereign yield correlation
• Credit risk assessment
Debt issuance; Net sovereign debt issuance; Debt maturity

Click on the above link for further details.