The credit default swap basis: illustrating positive and negative basis arbitrage trades
Guest post: CDS markets signal rising fear of euro breakup | Financial Times
US IG CDS-bond basis review
CVA wrong-way risk: calibration using a quanto CDS basis - Risk.net
Credit Default Swaps A Credit Default Swap (CDS) is a contract in which the writer offers the buyer protection against a credit event in a reference name. - ppt download
Negative CDS is within touching distance again | Euromoney