Wharton Research Data Services (WRDS) is a web-based business data research service from The Wharton School at the University of Pennsylvania.

We recently subscribed to the Market Credit Default Swap Dataset provided by IHS Markit through WRDS.

IHS Markit is a leading, global financial information services company with over 15,000 employees. The company provides independent data, valuations and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency. Its client base includes the most significant institutional participants in the financial marketplace.

IHS Markit provides Independent pricing and liquidity metrics on CDS single names, indices, tranches, options and sector curves for the support of price discovery, risk management, compliance, research and valuations.

Check IHS Markit Brochure for CDS Pricing Data

Check this article to see how to get access to WRDS.