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ICE

Credit

ICE Data Derivatives sources, validates and delivers CDS Single Name and Index pricing to a global financial client base to support workflows across trading, risk, pricing, research and compliance.

Learn more about ICE Data DERIVATIVES

Extensive Coverage


2,500+ Single names, Indices, Tranches, Sovereigns & Quantos

End-of-day to every 20-minute curve updates

50,000 streaming tick prices daily

15+ years of historical pricing data

1,000+ Regions, Rating, CDS Sector Curves

Supporting a variety of workflows:


Our comprehensive CDS pricing solution enables market participants to integrate up-to-date market data into their analytics and workflows to help improve decision making, risk analysis and price verification processes.

Trading

  • Monitor CDS names, bonds and macro credit markets
  • Define and back-test trading strategies
  • Use intraday data as input to equity trading strategies
  • Contrast cash vs. derivative markets

Risk Management

  • Portfolio Risk Management - Input into VAR, DV01, Scenario analysis
  • Counterparty Risk - Monitor and price counterparty risk
  • Credit Risk Analysis - Market view of LGD, PD, implied ratings

Pricing & Valuations

  • Use CDS as input in pricing and valuations of CDS and bond positions
  • Use CDS to make credit valuation adjustments
  • Use CDS as input for pricing illiquid debt instrument

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