This paper focuses on the valuation of a CDS for Peruvian corporate bonds, using the tools and real data provided by the Bloomberg platform, to illustrate the CDS pricing model of Hull and White (2000), considering the effects of probability of non-compliance, the amount of loss, the recovery rate and the time "t" of non-compliance.

El presente trabajo se centra en la valuación de un CDS para bonos corporativos peruanos, usando las herramientas y data real que proporciona la plataforma bloomberg, para ilustrar el modelo de pricing de CDS de Hull y White (2000), considerando los efectos de la probabilidad de incumplimiento, la cantidad de pérdida, la tasa de recuperación y el momento “t” de incumplimiento.

This paper focuses on the valuation of a CDS for Peruvian corporate bonds, using the tools and real data provided by the Bloomberg platform, to illustrate the CDS pricing model of Hull and White (2000), considering the effects of probability of non-compliance, the amount of loss, the recovery rate and the time "t" of non-compliance.