CDS Pricing Data

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Access the market’s most extensive source of Credit Default Swaps data

Support your price discovery, risk management, compliance, 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 20+ market makers in the form of official books of record, live quotes and clearing submissions.

Why rely on the leader?

Quality – The data is processed using rigorous automated cleaning tests to ensure that the highest quality prices are published
Extensive Coverage – 3,800 CDS entities and all major credit indices; 3 million daily quotes covering 10,000+ CDS curves
Timely Updates – Streaming, same-day snapshot, and end-of-day update availability
Dedicated Support – Direct access to S&P Global analysts for data queries and price challenges
Flexible Delivery Options – Distribution via SFTP flat files, API access, our Excel plug-in or the Price Viewer web portal
Data Integrity – Rigorous data-cleaning process and checks by our analysts ensure the highest quality data
700+ Customers – Plus extensive 3rd party distribution channels and platform integration

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The importance of CDS pricing data

Valuation

Obtain best in class, transparent CDS data for IPV and NAV backed by our well-established and unparalleled methodology, plus our broad range of pricing sources.

Fair Value: Leverage our detailed liquidity metrics to classify assets within an IFRS 13 fair value hierarchy.

Risk Management

CVA/XVA: Derive Probabilities of Default with our single name spreads and pull our sector curves as ideal proxies.

Apply our CDS data, backed by our extensive history, for use as risk factors under Basel 2.5, FRTB frameworks, VAR and stress testing.

Price Discovery & Research

Live streaming prices and unrivalled historical data set for trade ideas and comprehensive micro or macro analysis.

Compliance & Regulation

Calculate additional Valuation Adjustments and comply with Prudent Valuation with our dispersion metrics.

TCA: Insight to enhance and synchronize trading related execution quality.

Discover our suite of value added services for greater transparency into the marketplace

Experts

Gavan Nolan

A published author, Gavan has written about the credit markets from the accounting scandals of the last decade through the financial and European sovereign debt crises. He is a well-known commentator on the credit default swaps (CDS) markets, including credit fundamentals and CDS mechanics, in particular ISDA definitions, credit events and auctions. He has been a frequent contributor to both print and broadcast media, and quoted in Financial Times, Wall Street Journal, Daily Telegraph, Bloomberg, Reuters, Dow Jones, Global Capital, CNBC and BBC's R4 Today programs. Gavan played a key role in developing the Markit CDS pricing product, the leading service in the CDS market. Prior to joining Markit in 2003, now S&P Global, he worked at J.P. Morgan and TD Securities in a variety of fixed-income roles.Gavan holds a Bachelor of Science in Economics from Queen Mary College, University of London, UK.

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Andrew Rogers

He is responsible for product and commercial strategy for the award-winning S&P Global Pricing and Reference Data business in Europe. In addition, Andrew has global responsibility for the alliance partner strategy across Pricing, Valuations and Reference Data vertical within the Financial Services business. His areas of expertise include debt and equity origination, credit derivatives, equity derivatives, stock loan/repo and change management. Andrew joined S&P Global in 2013 to run the RED™ business and has expanded his role and developed an appetite for delivering market-leading solutions assisting market participants on topics, including independent pricing, risk management and regulatory solutions. Andrew frequently speaks at industry conferences and represents S&P Global in multiple business forums and interacts with global regulators. He has been seconded by industry bodies and liaised with global regulators on the topic of data standards. Prior to joining S&P Global, Andrew spent two decades at three of the world's largest investment banks where he held multiple roles within the operations and business functions.

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CDS Pricing Data

Access the market’s most extensive source of Credit Default Swaps data

Why rely on the leader?

The importance of CDS pricing data

Valuation

Risk Management

Price Discovery & Research

Compliance & Regulation

Discover our suite of value added services for greater transparency into the marketplace

Single Name Pricing and Sector Curves Data

Credit Index Pricing Data

RED for CDS

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Experts

Gavan Nolan

Andrew Rogers