Historical CDS Data

Historical Credit Default Swap Data from CMA DataVision

Over 1,200 CDS names, 5 years of historical data, 1 clear vision — CMA DataVision.

  1. Portfolio modelling and strategy back testing.
  2. Portfolio valuations and risk management.
  3. Tracking company and sector performance.
  4. Calculation of historical Value-at-Risk (VaR) and correlation.

Why data from CMA?

  • Accurate

    Consensus based buy-side contribution model reflects true market prices.

  • Trusted

    CMA data is used by over 400 banks, hedge funds, fund administrators, auditors, central banks and asset managers worldwide.

  • Coverage

    5 years of data covering c.1,500 of the most actively traded CDS names.

  • Depth

    Full term structures are available covering tenors 1 — 10. Up to 10 million data points available through easy to access CSV files.

  • Quality control

    Data is cleansed using sophisticated automated filtering and is augmented by a manual cleaning process using advanced data analysis tools.

Who should use this data?

  • Researchers & Financial Modellers.
  • Portfolio and Credit Risk Managers.
  • Fund Administrators and Actuaries.
  • Internal and External Auditors.
  • Compliance.