Historical CDS Prices
Historical credit market data that is accurate and independent
CMA Datavision™ Historical Data delivers reliable, independent historical credit market data, enabling portfolio and credit risk managers, auditors, researchers and financial modellers to increase the accuracy of their models and analysis.
Clean, consistent data from 2004 to the present day
CMA Datavision™ Historical Data comprises accurate, independent historical prices from 2004 to the present day for more than 1,500 CDS entities. Full term structures are available covering 0.5-10 tenors.
Who can benefit
- Risk Managers
- Researchers & Financial Modellers
- Fund administrators and actuaries
- Internal and external auditors
- Compliance
- Corporate Treasurers
Risk managers, fund administrators, researchers and auditors use our historical data for:
- portfolio modelling and stress-testing
- analysing trends and back-test trading ideas
- portfolio valuations and risk management
- tracking company and sector performance
- calculating historical Value-at-Risk (VaR) and correlation.
Integrate historical CDS pricing data seamlessly into your internal systems
CMA Datavision™ Historical Data updates are provided quarterly, directly from CMA. Our client solutions team can work with you to integrate our historical CDS prices into your internal workflow, processes and systems.
CMA Datavision™ Historical Data is available in the following file types:
| File Options | Instrument Identifiers | Instrument Levels | Supplementary Price Data | Liquidity Metrics | Analytics |
|---|---|---|---|---|---|
| Standard File |  |
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|
No | No |
| Metrics and Analytics File | |
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| Field Examples |
Name Seniority Tenor Currency Restructuring ISIN/CUSIP/BBG Industry Sector |
Bid Offer Mid |
Delta Reference |
Quotes in 24 hours Sources in 24 hours Contributors in 24 hours |
CPD PV01 Hazard Rate
|