Inferring Default Probabilities from Credit Spreads PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. 2012 Source: The Journal of Fixed IncomeTerry Benzschawel Andrew Assing Read Abstract Credit spreads are analyzed to separate out the amount of default risk and credit spread volatility risk. Registion/subscription may be required to access this content. Topics Fixed Income : Analysis of Credit Risk Credits · About the CE Program 1 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Credit Suisse Global Wealth Databook This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More Fixed Income Investing in Today's Markets Are we in the midst of a bond bubble? How is the U.S. economy really doing, and where does one invest within the fixed income asset class? More Loading ...