Use Markit in WRDS (see access details). Markit provides CDS composite and contributor level data on approximately 2,800 individual entities. Data are provided on a daily basis from 2001 and available via entity, tier, currency, and restructuring clause.
Try Capital IQ (see access details).
- Use the search bar to find an country or equity.
- In the left menu, navigate to Fixed Income > Credit Default Swaps.
Use Bloomberg (see access details). Type one of the following commands then hit <GO>.
- IRSB 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 (see access details).
- From the Excel plugin, choose Utilities->Find Datatypes.
- In Category: choose Credit Default Swaps.
Search the databases ABI/Inform and Business Source Complete for articles about credit default swaps.