0 http://kamakuraco.com/Company/ExecutiveProfiles/DonaldRvanDeventerPhD/KamakuraBlog/tabid/231/EntryId/133/Comparing-Default-Probabilities-and-Credit-Default-Swap-Quotes-Insights-from-the-Examples-of-FNMA-and-Citigroup.aspx Our blog post on September 23, 2009 was an update of a 2007 article we did in RISK on the relationship between credit default swap quotes and modern reduced form default probabilities.&nb ...]]> en-US