A Correlation Study on the Relationship between Credit Default Swap (CDS) Spreads and ESG Sentiment in the Banking Sector

October 13, 2023

Recently, the two master students Mattias Olsson and Shabier Stanakzai wrote their thesis using Sanctify’s ESG data to examine the impact of Sentiment on CDS spreads in the banking sector.

Findings show that Sanctify’s data can be highly valuable in modeling CDS Spreads and being used as an indicator for risks in the banking sector.

Read the full thesis here.