Where can I download the CDS data online ?

robert32310 · March 10th, 2004, 1:11 am

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 progress without any data. If any one of you have history data, I would like to buy it from you. Please pm me with any suggestion or help.Thanks a lot.

vbprogrammer · March 15th, 2004, 8:16 am

send me your email and i will mail you some. but you will not be able to tell the exact source since am anonymous. However, I would like to know where you are doing Phd and what is your background. you could send a pvt message and trust you will have data.