Markit Securities Finance Data
Gain insight into the market of security lending — valuable tool for understanding market efficiency and limits to arbitrage
Wider cross sectional coverage: Unlike shorting data used in prior research, MSF data is not from a single proprietary data source, which guarantees a much wider cross-sectional coverage. This broad market representation can largely eliminate biases caused by coverage niche by the data provider.
Global reach: In addition to short interest data for the North American market, MSF also provides security financing data for major mature markets, including GBR, DEU, FRA, JPN, HKG etc. Markit is the only WRDS data vendor providing international coverage to this extent.
Understanding the fixed income market: On top of traditional equity security lending data, MSF carries a suite of data on security lending activity in the global bond market as well, covering over 200,000 corporate and sovereign bonds, equivalent to more than 90% of the lending activity.
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Markit Credit Indices data
Global credit default swap indices covering loans, corporate, municipal and sovereign debt across Europe, Asia, North America and Emerging Markets
• Enhancement of liquidity in the single-name CDS market
• Indices represent the most liquid segment of the market
• Identify sentiments on credit as an asset class
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Markit CDS data
Used by more than 300 firms for mark-to-market, Markit provides high quality CDS pricing data including CDS composite and contributor level data on approximately 3,000 individual entities. Markit receives contributed CDS data from market makers from their official books and records.
• Independent pricing valued by investors
• Wide breadth and depth of coverage
• The industry’s richest historical data, going back as far as 2001
• Seamless integration with the industry standard CDS identifier Markit RED
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Markit RED is the central source of CDS reference data; enabling counterparties to rapidly agree on transactions and to have confidence in the integrity of the underlying reference data. Markit RED CDS provides verified reference data to the credit derivatives market. Confirming CDS trades with accurate data is essential for managing risk and maintaining operational efficiency in the market.
• RED confirms reference entity, reference obligation, corporate event and credit index data
• Provides verified index and constituent information for the credit indices including updated weighing and index factors upon a credit event
• Legally verified reference entity and obligation data
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For pricing information please contact Markit
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