S&P Global Market Intelligence: Market Derived Signals and Credit Default Swaps

Timely information to help identify weakening credit for both rated and unrated entitles.

Description:

The Market Derived Signals and Credit Default Swaps data provides an insight into credit risk through Market Derived Signals (MDS) and Credit Default Swaps CDS:

MDS
Statistical measures based on a statistical model—the Market Derived Signals Model. The Market Derived Signals Model is the best-performing statistical model that evaluates CDS spreads1 in order to provide an early warning of potential credit changes and capture the market’s daily view about a company’s perceived risk.

CDS
A contract between a seller and a buyer that obligates the seller, in exchange for a premium (“spread”) paid by the buyer, to insure the buyer against a loan default or other credit event. CDS are used for monitoring how the market views the credit risk across a wide range of companies and financial institutions and banks.

Dataset Overview:
– Primary Entity Type: Company
– Coverage Count: 10,678
– Geographic Coverage: Global
– Industry Coverage: Consumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
– History Initiated: 2008
– Data Source: Statistical Model

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