Answered By: Lippincott Library Last Updated: Jul 13, 2016 Views: 23
Use Markit located in WRDS. Markit provides CDS composite and contributor level data on approximately 2,800 individual entities. Data provided on a daily basis from 2001 and are available via entity, tier, currency, and restructuring clause.
Use Bloomberg, available in Lippincott Library and in Huntsman Hall
Type IRSB and hit GO for global swap rates for 45 countries.
CDSD for credit default swap spread curves
CDSW for credit default swap valuation
CMOV for CDS movers
GCDS to compare swaps among countries or within industries
Check out Datastream Advance, available in Lippincott Library
In Category: choose Bond Indices & cds
Click on the Red Arrow
For a specific company, enter the Name or DS Mnemonic
In Type: click on Credit Default Swap
You will retrieve a CDS list for that company
Mouseover the arrow and click Report to retrieve data.