Our credit default swap (CDS) market data is based on broker prices on sovereign/government and corporate single stock single names.
Credit Derivatives Data
Our real-time and historical credit pricing data, sourced from global TP brokerage desks, supports with assessing creditworthiness and setting informed collateral levels.
The Parameta Solutions difference
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Broad CDS market coverage
Parameta’s credit default swap (CDS) data is derived from a combination of observable market inputs and broker-sourced information. All data represents end-of-day, indicative levels intended to provide a consistent and standardised reference view of CDS markets.
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Extensive corporate CDS reference coverage
Corporate CDS reference coverage across major sectors, including financials, energy, utilities, consumer, technology, communications and industrials, enabling cross‑entity comparison and historical analysis.
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End-of-day & 10+ years of historical data
Parameta delivers end-of-day indicative CDS data alongside multi-year historical time series. This enables trend analysis, back-testing, spread monitoring and relative value studies.
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Designed for risk, valuation & analysis use cases
The CDS dataset is designed to support valuation inputs, credit risk monitoring, collateral frameworks, stress testing and governance use cases.
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Flexible delivery into analytical workflows
Data can be delivered via established Parameta channels or integrated into third-party platforms to support reporting, analytics and downstream risk processes.
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Strong governance & control framework
All CDS data undergoes validation, review and governance controls prior to publication. The emphasis is on accuracy, consistency and transparency of indicative levels.
Our Credit Derivatives Data Coverage
Credit Default Swaps (CDS)
Credit Sector Curves
We have partnered with Credit Benchmarks to develop credit sector curves derived from the latest credit rating information to enable firms value assets that are not actively trading in the market.
Credit Derivatives Data sourced from:
Data to support across the trade lifecycle
Pre-analysis & risk assessment
Indicative CDS data can be used to support credit analysis, relative value assessment, stress testing and scenario analysis. Historical trends and cross-entity comparisons assist in understanding risk exposures and market dynamics, particularly in less liquid or complex instruments.
Valuation & reference inputs
End-of-day CDS levels can be used as reference inputs within valuation frameworks, model calibration and independent price verification processes. The data is not intended to represent real-time market conditions or executable prices.
Post-trade monitoring & oversight
Historical CDS data supports post-trade analysis, portfolio monitoring, governance reporting and audit review. Time series data enables users to identify spread movements, outliers and longer-term trends as part of ongoing risk oversight.
Three ways to connect to our credit data
Direct
Instant access through API or SFTP channels.
Cloud delivery
Access via our cloud partners including Snowflake and AWS.
Channel partners
Connect via our extensive network of partners.
The numbers speak for themselves
10
+
years
11
+
sectors
7
+
regions
Get your data sample
Complete the form and tell us which asset class/instrument you would like to see.
Compliance and usage statement: Parameta CDS data is indicative, end-of-day and non-executable. It should not be used for real-time trading, order routing, or as a proxy for firm executable prices. The data does not represent bids, offers or trading interest from any market participant and should be used solely for analytical, valuation, risk management or informational purposes, subject to internal compliance approval.
Credit Derivatives data FAQs
Where do you source your credit data from?
Our data is generated through a proprietary internal pricing system that integrates indicative market data sources and broking activity from global Tullett Prebon trading desks.
How is the credit data delivered to clients?
We offer flexible delivery options to suit your infrastructure needs.
Our data can be accessed via real-time streaming (WebSocket), snapshots (SFTP) and cloud delivery (Snowflake, AWS).
How can credit data be used?
Some examples of how Parameta credit data can be used:
- Enhanced decision‑making – Leverage our credible market data to assess the ability of market participants to meet their credit obligations.
- Informed collateral requirements – Gain a clearer view of default risk across sectors, enabling market makers to set appropriate collateral levels and support market stability during credit events, including defaults, bankruptcies, and payment failures.
- Valuation of distressed, non‑traded assets – Value distressed assets by comparing them against instruments with comparable credit profiles, supported by our broad, cross‑sector market coverage.
- Deeper market analysis – Unlock deeper insights into market trends and opportunities by analysing money‑market borrowing patterns alongside other financial assets.