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.