Answered By: Lippincott Library
Last Updated: Nov 07, 2022     Views: 11101

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.