I am working on dependent portfolio risk. The best example would be CDS or COD. I had stopped for a while for the reason of data. I knew there was no free lunch. If anyone has it, no matter how old it is, I would buy it from you. Thanks a lot.

<t>I am PhD student in credit risk.I want to calibrate the default probability by using the real CDS spread. Do you know where can I download the data for credit default swap (CDS) ? THe data for defaultable zero bond is also OK. Creditgrades, creditex, enron don't have the history data. Morganmarke...

<t>I am PhD student in credit risk.I want to calibrate the default probability by using the real CDS spread. Do you know where can I download the data for credit default swap (CDS) ? THe data for defaultable zero bond price is also OK. Creditgrades, creditex, enron don't have the history data. Morga...

<t>I am PhD student in credit risk.I want to calibrate the default probability by using the real CDS spread. Do you know where can I download the data for credit default swap (CDS) ? Creditgrades, creditex, enron don't have the history data. Morganmarkets needs an account. I am very sad now. I can't...