4 ms·
I have not read the paper below yet, but it seems germane to any discussion of the source(s) of credit default swap data: "Are all Credit Default Swap Database
by lobstersammich 4y ago
I have not read the paper below yet, but it seems germane to any discussion of the source(s) of credit default swap data:
"Are all Credit Default Swap Databases Equal?"
https://www.cnmv.es/DocPortal/Publicaciones/MONOGRAFIAS/DT44_weben.pdf https://www.cnmv.es/DocPortal/Publicaciones/MONOGRAFIAS/DT44...
I've been using this resource for some time to track the five-year CDS rates of many North American and European banks:
https://www.derivateverband.de/ENG/Transparency/Credit-Default-Swaps https://www.derivateverband.de/ENG/Transparency/Credit-Defau...
At the bottom of the chart/table you can see (a) the source of the data points as well as (b) the last updated date. For the page today the text reads as follows, so the data was last updated on Friday, the 24th of March:
> Source: CMA, part of S&P Capital IQ, Copyright © 2013, Credit Market Analysis Limited. All rights reserved.
Date: 24.03.2023
- janmo 4y agoVery good source, thank you