Credit Derivatives Data

Comprehensive credit data and analytics for credit risk management and trading strategies

Overview

Parameta Solutions’ unbiased credit default swap (CDS) market data is based on broker prices, additionally Parameta Solutions has 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. This package includes data across multiple key economic sectors from every global region with historical data going back more than a decade.

Credit Derivatives Data

Transform insight into action with precisely the coverage you need. Get in touch to learn more about Parameta’s credit derivatives data offering.

Data Highlights

Data Highlights

11

sectors

7

regions

10+

years historical data

Coverage Details

Coverage Details

Record Count

600+

Regions

Global

Sub-Asset Types

CDS
Credit Sector Curves

Currency

EUR, USD

History Start Date

At least 10+ for CDS

Brands

TP

Field Count

10+ for most sub asset types

Direct Delivery Options

SFTP, Snowflake, APN

Third Party/Channel Options

None

Update Frequency

Intraday, End-of-Day

All figures are sourced from the Parameta Data Inventory as of 1 April 2025.

All data current as at xx/xx/xxxx and sourced from the Parameta Solutions “Data Inventory” and prepared in accordance with the Parameta Solutions Marketing Materials Review Process.