Answered By: Hwee Ming Lim
Last Updated: Apr 14, 2020     Views: 41

In Bloomberg, enter CDSW <GO> [Credit Default Swap Valuation].   You can use the deal information section to enter CDS deal terms, the market data section to choose the curves used to price your transaction, and the calculator section to evaluate the deal. To export the graph image, right-click the graph > Copy/Export Options > Copy data to clipboard & paste to Excel or > Copy image to Clipboard.

You can search for tickers by asset class on the SECF [Security Finder] function.

1) Enter  SECF <GO>.

2) Select "Fixed Income" from the Category drop-down menu.

3) Click the "CDS" sub-tab.

4) In the "Search" field at the top-left of the screen, enter a company name or ticker, then enter <GO>.

5) A list of matching CDS tickers appears. Use the filter fields, such as "Tenor" and "Curr", to narrow your search results. 

6) To view historical data, click the CDS ticker then enter HP <GO> for [Historical Price Table] function, or GP <GO> to access the Line Chart function.

 

In EIKON, search CDSSRCH app in the Toolbar. Next, use the Quick Filters or the "Add Filter" box to search for the criteria to use and screen the results. From the result findings, click on the "Add / Remove Columns" above to add report items. Tick/ check on the box beside the Reference Entity name and click the entity name. You can view the par spread from the All Quotes tab.

 

In Factset, launch the company name and @DCS [Debt Capital Structure]. For e.g. IBM@DCS. You can view the CDS Spreads section displays the one-through 10-year points of the credit spread.

 

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