Transparent, High Quality Credit Default Swap (CDS) Pricing Data
ICE CMA provides transparent, high-quality Credit Default Swap (CDS) pricing data, enabling financial professionals to integrate up-to-date market data into analytics and workflows, seeking to improve decision making, risk management, portfolio valuation and price verification processes.
Covering more than:
Credible, Consensus-Based Pricing
CDS pricing data is sourced from executable and indicative prices directly from large and active credit investors. This unique access means that our market liquidity metrics deliver greater transparency, enabling financial professionals with the ability to improve the accuracy of their data analysis and modeling.
Our automated data collection, cleansing and aggregation model combines real-time quotes observed in the market with a sophisticated proprietary curve modelling process to calculate full credit term structures for both liquid and less liquid entities. Full term structures, multiple price types and analytics, including upfront prices, hazard rates and Cumulative Probability of Default (CPD), are available across multiple currencies, seniorities and restructuring clauses. Additionally we calculate live and historical index fair values for all major indices based on constituent prices.
VALIDATE and challenge pricing supplied by your front office against independent data, seeking to ensure that your mark-to-market process is as accurate as possible
IDENTIFY risks proactively, using our unique liquidity metrics, such as quote volumes that add context around market activity
MONITOR the market and your positions to make more informed execution decisions
TRACK and manage counterparty, market and operational risk by feeding your risk management systems with high quality, reliable data including liquidity metrics
RESEARCH and analyze possible trading opportunities and back-test trading ideas
INTEGRATE high quality credit pricing data seamlessly into your internal systems
Access the Data You Need, When You Need It
|Index Fair Values|