Credit Derivatives

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.

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**Key Benefits**

- **Enhanced Decision Making**: Leverage our credible market data to accurately assess the ability of market participants to meet credit obligations.
- **Informed Collateral Demands**: Gain an accurate understanding of default probability across different sectors, enabling market-makers to set appropriate collateral levels and support market stability when participants face credit default, bankruptcies, and failure to pay.
- **Value Distressed Non-Traded Assets**: Value distressed assets against instruments with a similar credit profile via our broad cross-sectoral outlook.
- **Deeper Market Analysis:** Gain deeper insights into market trends and opportunities, by correlating money market borrowing trends with other financial assets.

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**Coverage**

- CDS
- Credit Sector Curves
- Currencies: EUR, USD
- Brands: TP

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Expected workflow:

- Request Data Product via this listing
- Parameta Solutions will reach out and discuss your requirements
- Data will be shared via Snowflake Private Sharing

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原始信息汇总

Credit Derivatives 数据集概述

数据集基本信息

• 提供商: Parameta Solutions (TP ICAP Group旗下)
• 数据类别: 金融
• 更新频率: 近实时
• 时间覆盖范围: 最近10年
• 地理覆盖范围: 全球（按国家细分）
• 云区域可用性: AWS多个区域（包括非洲开普敦、亚太雅加达/孟买/大阪等45+地区）

核心数据内容

• 信用违约互换(CDS)市场数据: 基于经纪商报价的客观数据
• 信用行业曲线: 与Credit Benchmarks合作开发，基于最新信用评级信息
• 货币覆盖: EUR, USD
• 品牌: TP

关键价值主张

1. 增强决策能力: 通过可信市场数据准确评估市场参与者的信用履约能力
2. 优化抵押要求: 准确理解不同行业的违约概率，帮助设定适当抵押水平
3. 非交易资产估值: 通过跨行业视角对困境资产进行估值
4. 深入市场分析: 将货币市场借款趋势与其他金融资产相关联

典型应用场景

信用风险评估与管理

• 实时和历史企业债券、信用基准和CDS数据
• 早期识别信用风险，优化信用组合和对冲策略

投资策略开发

• 企业债券价格、收益率和CDS利差数据
• 识别证券估值偏差，评估市场情绪

监管合规与报告

• 信用评级和基准数据支持监管报告准备
• 符合信用风险管理标准要求

获取流程

1. 通过该列表请求数据产品
2. Parameta Solutions联系并讨论需求
3. 通过Snowflake Private Sharing共享数据

相关数据集

• Fixed Income
• Oil
• Foreign Exchange
• Interest Rate Volatility
• Coal
• Money Markets

联系方式

• 销售: [e-mail]
• 支持: [e-mail]

搜集汇总

背景与挑战

背景概述

该数据集提供基于经纪商价格的信用违约互换（CDS）市场数据，并结合信用评级信息开发的信用行业曲线，用于评估非活跃交易资产。它覆盖多个关键经济部门和全球区域，历史数据超过十年，支持增强决策、设定抵押品要求和深入市场分析。数据通过Snowflake平台共享，涉及欧元和美元货币及TP品牌。