CDS Pricing Data
Access the market’s most extensive source of Credit Default Swaps data
Support your price discovery, risk management, compliance, research and valuations requirements with independent pricing and liquidity metrics on CDS single names, indices, options, tranches and sector curves. Find live, intraday, same-day and end-of-day price updates, driven by over 4M+ data points from 20+ market makers in the form of official books of record, live quotes and clearing submissions.
Key Features
Quality
The data is processed using rigorous automated cleaning tests to ensure that the highest quality prices are published
Extensive Coverage
3,800 CDS entities and all major credit indices; 3 million daily quotes covering 10,000+ CDS curves
Timely Updates
Streaming, same-day snapshot, and end-of-day update availability
Dedicated Support
Direct access to S&P Global analysts for data queries and price challenges
Flexible Delivery Options
Distribution via SFTP flat files, API access, our Excel plug-in or the Price Viewer web portal
Data Integrity
Rigorous data-cleaning process and checks by our analysts ensure the highest quality data
700+ Customers
Plus extensive 3rd party distribution channels and platform integration
Services
Platform Benefits
Valuation
Obtain best in class, transparent CDS data for IPV and NAV backed by our well-established and unparalleled methodology, plus our broad range of pricing sources.
Fair Value: Leverage our detailed liquidity metrics to classify assets within an IFRS 13 fair value hierarchy.
Risk Management
CVA/XVA: Derive Probabilities of Default with our single name spreads and pull our sector curves as ideal proxies.
Apply our CDS data, backed by our extensive history, for use as risk factors under Basel 2.5, FRTB frameworks, VAR and stress testing.
Price Discovery & Research
Live streaming prices and unrivalled historical data set for trade ideas and comprehensive micro or macro analysis.
Compliance & Regulation
Calculate additional Valuation Adjustments and comply with Prudent Valuation with our dispersion metrics.
TCA: Insight to enhance and synchronize trading related execution quality.
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