The role of Credit Default Swaps (CDS) in the financial crisis has been debated among regulators, market participants, and academics since early 2008. CDSs are derivative instruments that enable market participants to transfer or redistribute credit risk. However, the size of the CDS market, combined with its structural opacity, concentration, and interconnectedness, may be a sign that the CDS market also poses a systemic risk to financial market stability.

Markit CDS pricing and reference data provide information related to the Company’s CDS instrument, sector-wise classification, rating, Tenor, and CDS spread for the support of price discovery, risk management, compliance, research, and valuations.

Check IHS Markit Brochure CDS Pricing Data, CDS Reference Data

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