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stationfx.com

High-yield OAS minus investment-grade OAS — isolates the incremental risk premium for lower-quality credit. Widens when credit stress is concentrated in weaker issuers. Use for credit differentiation analysis and stress regime detection. Pre-computed daily from BofA index data.

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https://stationfx.com/economic-data/cross-signal/credit-stress-composite-hy-ig-spread

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URL: https://stationfx.com/economic-data/cross-signal/credit-stress-composite-hy-ig-spread
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Sources: cdp, thirdweb, ultravioletadao

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