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Answered By: Austin Haley
Last Updated: May 09, 2024     Views: 3341

Q.
Credit default swaps

Where can I get information on credit default swaps (CDS)?

A.

Capital IQ:

  • Search for equity or country in search bar. Credit Default Swaps are available in left hand menu under Fixed Income. The Capital IQ Excel plugin can be used to pull multiple companies and equities and time-series requests.

Bloomberg:

  • Type CDSW or enter Valuation of defaultable fixed-income instruments and hit the green Help key for information.

Datastream:

  • Open Excel and select the Refinitiv tab.
  • From the Refinitv menu, select Datastream Formula. This will open the Datastream Formula Builder.
  • Under Category select Credit Default Swaps from the drop-down list. 
  • Select the funnel icon (find series)  beside the Explorer window to launch Datastream Navigator.
  • Use left-hand menu to select criteria such as Market, Currency, Activity, etc
  • Select your CDS by clicking on the symbol (color blue).
  • When you select your bond it will automatically insert it into Series/Lists section of Datastream Formula Builder. 
  • Here you can adjust Start-End expression and also select data types associated with the series by using the funnels.
  • Select Insert to download the data into Excel. 
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