Answered By: Business Information Services Last Updated: Jun 09, 2017 Views: 9
Answered By: Business Information Services
Last Updated: Jun 09, 2017 Views: 9
If you need to value a CDS:
- Press CORP GO and click on CDSW Credit Default Swp under 1) Finding and Creating Securities.
- Type the company name in the Reference box (ex: Citigroup) and press GO and then a list of the credit default swaps will appear.
- Click on one of the credit default swaps to get the related information on that CDS.
To obtain a list of credit default swaps for a particular security (ex: Citigroup):
- Type C US (Company Ticker Symbol) and press EQUITY and press GO and then type RELS and press GO.
- On the bottom right of the screen under debt securities; you will see par CDS spreads. These are the credit default swaps for this security.