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2011-08-02Data

Single Name Credit Default Swaps Market Data released

Macrobond today releases Single Name Credit Default Swaps Market Data in the Macrobond Application.

Macrobond today releases Single Name Credit Default Swaps Market Data in the Macrobond Application. Credit default swaps (CDS) market data provides a forward insight into credit trends before most other indicators. This advance information can be used to mitigate credit risk, measure concentration risk in credits, industries and companies, and to garner a daily market perspective on credit quality across a wide universe of names. Macrobond´s CDS data is sourced from the GFI Group which is a leading broker in providing an independent view of CDS market activity.

Global Single Name (incl. Corporates & Supranational) Credit Default Swaps Market Data includes credit curves for the following maturities: 1, 2, 3, 4, 5, 7 and 10 year for companies worldwide. The Single Name CDS Market Data can be purchased either as regional modules or as a single global package. The CDS data comes with extensive history going back as far as 10-15 years on a daily basis.