Research Article
Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
Table 10
Companies used for the HY BB- sample.
| | # | CDS COMPANY NAME | CDS CORP TICKER | # | CDS COMPANY NAME | CDS CORP TICKER |
| | 1 | Amkor Technology Inc. | AMKR | 11 | PolyOne Corp | POL | | 2 | Ashland LLC | ASH | 12 | Pride International LLC | ESV | | 3 | Cooper Tire & Rubber Co | CTBUS | 13 | Sealed Air Corp | SEE | | 4 | Dell Inc. | DELL | 14 | Staples Inc. | SPLS | | 5 | Diamond Offshore Drilling In | DO | 15 | Teck Resources Ltd | TCKBCN | | 6 | Fiat Chrysler Automobiles NV | FCAIM | 16 | United Rentals North America | URI | | 7 | Freeport-McMoRan Corp | FCX | 17 | Unitymedia GmbH | UNITY | | 8 | Freeport-McMoRan Inc. | FCX | 18 | UPC Holding BV | UPCB | | 9 | Goodyear Tire & Rubber Co/The | GT | 19 | Virgin Media Finance PLC | VMED | | 10 | Liberty Interactive LLC | LINTA | 20 | Wind AF SA | WINDIM |
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