DataVision
CDS Pricing Data from the best vantage point: the buy-side front office
CMA DataVision provides reliable, independent CDS pricing data, risk metrics and analytics on over 1,500 CDS, Indices and tranches.
DataVision enables you to have a true market view and accurately evaluate your intraday and end-of-day positions using bid-offer prices. It provides high quality same day consensus based pricing, full term structures, fair values and analytics for CDS, LCDS, Indices and Tranches.
DataVision uses a new methodology for price verification, based on observed real-time indicative prices sourced from CMA's Buy-Side Data Consortium — over 30 leading buy-side firms including Hedge Funds, Asset Managers and the buy-side desks of leading global Investment Banks.
With DataVision, you can
- Mark-to-market with a precise audit tool based on observed market prices.
- Produce accurate flash Profit & Loss, research and analytics.
- Obtain clean time series to feed financial models.
CMA DataVision transforms your ability to evaluate end-of-day positions.
Key Features
CDS bid-offer 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 entity indicates whether the spread was observed or derived. Unique market metrics provide context to pricing levels
Observed CDS spreads
Including the number of counterparties that were observed to provide a price.
Time series
With historical pricing data of daily frequency from 2004 to present.
Delivered directly via email, FTP or over Bloomberg
Can also be delivered directly into QuoteVision and industry standard risk modelling and portfolio management systems.
Timely same day delivery
Three times a day at close London, New York & Tokyo (5pm local time).
