Rates and credit

Government curves, ten-year spreads over the Bund, credit spreads and sovereign risk.

Government curves

Euro area AAA US Treasury Germany Italy France Spain

Euro area: the ECB's AAA spot curve. US: the Treasury par curve. Germany: Bundesbank. Italy, France and Spain need an EODHD key.

Spread over the Bund, from the same source

ICE BofA option-adjusted spreads via FRED

0 calm, 1 crisis

Ratings, CDS and default spreads