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WRDS (Wharton Research Data Services)

IHS Markit

 

NB! BI has a 1-year subscription from July 2023 until 30 June 2024.

IHS Markit via WRDS provides independent pricing and liquidity metrics on CDS single names and indices. It is the most extensive source of Credit Default Swap data available on the market.


BI subscribe to the following:


Markit Credit Indices - Composites data 

Global credit default swap indices covering loans, corporate, municipal, and sovereign debt across Europe, Asia, North America, and Emerging Markets
 

Markit CDS data 

Widely used for price discovery, risk management, compliance, production of research signals, investment factors, research and valuations requirements with independent pricing and liquidity metrics on CDS single names, indices, options, tranches and sector curves.  
Find live, intraday, same-day and end-of-day price updates, driven by over 4M+ data points from all market makers in the form of official books of record, live quotes and clearing submissions.  

This dataset includes:

  • Full global coverage 
  • Liquidity metrics 
  • History back to 2001 


Link to IHS Markit via WRDS