Independent, reliable CDS prices delivered intraday and end-of-day
Increase the accuracy of your credit risk pricing with CMA's independent intraday and end-of-day CDS pricing service, CMA Datavision™ CDS.
CMA Datavision™ CDS provides you with timely and accurate consensus-based pricing for over-the-counter (OTC) credit instruments, including CDS Single Name, Indices, Tranches and LCDS, allowing you to compare and challenge internal pricing data with confidence.
Credible, consensus-based pricing data sourced from the buy-side
We source information on executable and indicative prices directly from the largest and most active credit investors as markets evolve, making our data the most credible and reliable in the market. Our unique access to this flow of OTC information also means that our risk and market liquidity metrics deliver true transparency, enabling you to improve the accuracy of your data analysis and modelling.
Our automated data collection, cleansing and aggregation model combines real-time quotes observed in the market with a sophisticated proprietary curve modeling process to calculate full credit term structures for both liquid and less liquid entities. Full term structures and multiple price types, including upfront prices, are also available for a range of currencies, seniorities and restructuring clauses.
Risk management, independent price verification and product control teams in hundreds of financial institutions rely on CMA Datavision™ to validate and challenge pricing supplied by the front office, track counterparty risk and identify risks proactively. CMA Datavision™ files are delivered London and New York close and our intraday service is available on the hour every hour 08.00-22.00 London time.