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Institutional Data Catalog

Credit Data Reformatted for Humans and AI

Our primary focus is on the specialized data required for institutional credit risk research, default modeling, spread forecasting, and portfolio risk management.

5 Core Institutional Datasets Instant Sample Export Daily & Intraday Ingestion

Public Company Identifiers

Symbology mapping bridging global regulatory, exchange, and security identifiers.

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LIVE SAMPLE RECORD PREVIEW

Institutional Data Specifications

Standardized schemas engineered for quants, data scientists, and autonomous LLM agents.

Symbology & Identifiers

Cross-references CIK, LEI, FIGI, and exchange tickers with legal entity parent-subsidiary hierarchies.

  • FIGI (Share Class & Composite)
  • Global LEI ROC Status & ISO 17442
  • Predecessor / Successor Corporate History

CDS Term Structures

1Y through 30Y standard tenors with daily mark-to-market valuations and implied cumulative default probability.

  • Senior Unsecured & Subordinated tiers
  • ISDA 2014 Restructuring Conventions
  • CDX & iTraxx Benchmark Indices

Structured Finance (ABS)

Granular loan-level metrics, deal waterfalls, CPR/SMM prepayments, and monthly delinquency roll rates.

  • Auto, Credit Card, Student & RMBS deals
  • Tranche factor updates & loss coverage ratios
  • Subordination enhancement calculations

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Evaluate historical sample feeds in Apache Parquet or CSV, or connect your research scripts directly to our REST API.

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