Dos medidas de riesgo de default en EEUU

An interesting observation that has developed over the past year is the ballooning spread between default risk for the US as a standalone entity (based on the country's CDS spread, which was last seen just inside 50 bps), and the cumulative risk of the constituent states that make up the US, once again based on their own standalone spreads, when adjusted by GDP contribution.

Enlace: http://www.zerohedge.com/article/ever-increasing-divergence-between-top-down-and-bottom-us-default-risk