Answered By: Lippincott Library Last Updated: Aug 13, 2019 Views: 2089
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.
- 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.