Research Article
Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
Table 9
Companies used for the HY BB sample.
| | # | CDS COMPANY NAME | CDS CORP TICKER | # | CDS COMPANY NAME | CDS CORP TICKER |
| | 1 | AES Corp/VA | AES | 10 | Nabors Industries Inc. | NBR | | 2 | Aramark Services Inc. | ARMK | 11 | Norbord Inc. | OSBCN | | 3 | CenturyLink Inc. | CTL | 12 | Olin Corp | OLN | | 4 | Colt Group SA | COLTLN | 13 | Qwest Capital Funding Inc. | CTL | | 5 | Commercial Metals Co | CMC | 14 | Stora Enso OYJ | STERV | | 6 | Ladbrokes Coral Group PLC | LADLN | 15 | Thyssenkrupp AG | TKAGR | | 7 | Levi Strauss & Co | LEVI | 16 | TUI AG | TUIGR | | 8 | Louisiana-Pacific Corp | LPX | 17 | Williams Cos Inc./The | WMB | | 9 | Murphy Oil Corp | MUR | | --- | |
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