Answered By: Lippincott Library
Last Updated: Aug 13, 2019     Views: 1813

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.

Note: WRDS requires registration.
 

Use Bloomberg, available at Lippincott Library and in Huntsman Hall.

  • Type IRSB and hit <GO> for global swap rates for 45 countries.

Also:

  • 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.
  • Click Search.
  • You will retrieve a CDS list for that company.
  • Click Report to retrieve data. 

For articles about credit default swaps search the databases ABI/Inform and Business Source Complete.