The recent launch of the latest VIX iteration indicates the increasing investor focus on credit as higher rates crush corporates.

SRP spoke to S&P DJI and Cboe to delve into the first credit volatility indices from index design to the development of new credit products. The Credit VIX Index is unique in terms of providing an indicator that measures expected volatility in the credit market, which is quite new - Nicholas Godec,  S&P DJI The Credit Volatility Indices (Credit VIX), developed by Cboe Labs and S&P DJI, are based on Cboe’s proprietary VIX Index methodology and S&P DJI’s C

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