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Key features:
CDS spreads for actively quoted tenors plus indices and tranches. Full term structures for a range of currencies, seniorities and restructuring clauses 
Unrivalled transparency: a derivation indicator for every CDS spread on the term structures of each entity indicates whether the spread was observed or derived 
Observed spreads include the number of counterparties that were observed to provide a price 
Time series with up to 4 years of historical data of daily frequency 
Available directly or via Bloomberg; can also be delivered directly into QuoteVision and industry standard risk modelling and portfolio management systems Timely same day delivery 
- twice a day at close London & New York (5pm local time) |
Richard Klijnstra, Senior Portfolio Manager, Kempen Capital Management Kempen looked at a number of credit data vendors and we were impressed at DataVision’s accuracy and coverage. We believe CMA’s buy-side model accurately reflects true market prices.” 
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