FinPricing Credit Spread Curve Data API - USA, Europe, Canada product image in hero

FinPricing Credit Spread Curve Data API - USA, Europe, Canada

FinPricing
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Request Data Sample
Volume
100K
records
Data Quality
100%
market quotes
Avail. Format
.json
File
Coverage
55
Countries
History
1
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
5
5 years

Description

Credit spread is the credit funding cost for a firm. For many products, credit spread is the major risk driver. Credit spread impacts discounting, default probability, and early termination.
There is only one base interest rate per currency, corresponding to the bank’s unsecured lending/borrowing rate (such as LIBOR). The interest rate used to discount cashflows may include a credit spread above or below the base rate. The risk-free discount factor is exp (-rT) where r is the interest rate and T is the maturity. The risky discount factor is exp[-(r+s)T] where s is the credit spread. Credit spread can be derived by either structural model or reduced-form (intensity) model. The structural approach regards default as an endogenous event by focusing on the capital structure of the firm. Whereas the reduced-form approach does not explain the event of default endogenously, but characterizes it exogenously by a jump process. Structural models are derived from theory and often contain some unobservable assumptions, while reduced-form models use only market observable information. Therefore, many practitioners in the credit trading arena have tended to gravitate toward the reduced-from models given their mathematical tractability and market compatibility. Many researchers group similar credits. These groupings are loosely referred to as rating categories. Regardless of how the rating categories are constructed and of how many categories there are, it is necessary to specify the default likelihood for each category and provide a credit spread to correspond to each category. FinPricing offer forward credit spread curves for various sectors and ratings. These curves are derived/bootstrapped through a compilation of market prices of credit-bearing instruments provided by major dealers. We review the contributed information on a daily basis to ensure accuracy and consistency.

Geography

Asia (1)
Japan
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (2)
Canada
United States of America
Oceania (1)
Australia

History

1 years of historical data

Volume

100,000 records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Quality

Self-reported by the provider
100%
market quotes

Delivery

Methods
Streaming API
Feed API
Frequency
daily
Format
.json

Use Cases

Categories

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Frequently asked questions

What is FinPricing Credit Spread Curve Data API - USA, Europe, Canada?

Credit spread is the credit funding cost for a firm. For many products, credit spread is the major risk driver. Credit spread impacts discounting, default probability, and early termination.

What is FinPricing Credit Spread Curve Data API - USA, Europe, Canada used for?

This product has 5 key use cases. FinPricing recommends using the data for Credit Scoring, Credit Analysis, Credit Risk Management, Credit Risk Analysis, and Risk Modelling. Global businesses and organizations buy Credit Default Swap (CDS) Data from FinPricing to fuel their analytics and enrichment.

Who can use FinPricing Credit Spread Curve Data API - USA, Europe, Canada?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Credit Default Swap (CDS) Data. Get in touch with FinPricing to see what their data can do for your business and find out which integrations they provide.

How far back does the data in FinPricing Credit Spread Curve Data API - USA, Europe, Canada go?

This Tabular Data has 1 years of historical coverage. It can be delivered on a daily basis.

Which countries does FinPricing Credit Spread Curve Data API - USA, Europe, Canada cover?

This product includes data covering 55 countries like USA, Japan, Germany, United Kingdom, and France. FinPricing is headquartered in Canada.

How much does FinPricing Credit Spread Curve Data API - USA, Europe, Canada cost?

Pricing information for FinPricing Credit Spread Curve Data API - USA, Europe, Canada is available by getting in contact with FinPricing. Connect with FinPricing to get a quote and arrange custom pricing models based on your data requirements.

How can I get FinPricing Credit Spread Curve Data API - USA, Europe, Canada?

Businesses can buy Credit Default Swap (CDS) Data from FinPricing and get the data via Streaming API and Feed API. Depending on your data requirements and subscription budget, FinPricing can deliver this product in .json format.

What is the data quality of FinPricing Credit Spread Curve Data API - USA, Europe, Canada?

FinPricing has reported that this product has the following quality and accuracy assurances: 100% market quotes. You can compare and assess the data quality of FinPricing using Datarade’s data marketplace.

What are similar products to FinPricing Credit Spread Curve Data API - USA, Europe, Canada?

This Tabular Data has 3 related products. These alternatives include Crawlbee Asset Pricing Data Bankruptcy Data Foreclosure Data Historical Dataset, Xtract.io - Point-of-Interest (POI) Data Locations data Top 5 Largest Bank and its ATM locations in US, and EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management. You can compare the best Credit Default Swap (CDS) Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available