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White Papers & Reports


Sovereign CDS and Bond Pricing Dynamics in the Euro-Area

Thu 12 Apr 2012

A recent study by the National Bureau Of Economic Research looks at the pricing dynamics of sovereign CDS and Bonds within Europe. CMA’s historical sovereign data for both CDS and Bonds was selected for this report based on its credibility and reputation within the financial market and academic practices worldwide.

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Liquidity Commonalities in the CDS Market

Wed 11 Apr 2012

An independent study looking at how the commonality’s within the CDS market differs within the time period of 2005-2010. CMA's historical CDS data was chosen by the authors as the basis for this academic report based on our reputation for reliable data and unique liquidity metrics.

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Are All Credit Default Swap Databases Equal?

Thu 13 Jan 2011

A recent independent study by the National Bureau of Economic Research found that " different data sources do not reflect credit risk information equally efficiently and that CMA' Datavision "leads the credit risk price discovery process."

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CMA Releases Sovereign Risk Report for Q4 2010

Fri 07 Jan 2011

CMA's Sovereign Debt Credit Risk Report names best and worst performers for Q4 2010. CMA today released its Sovereign Debt Credit Risk Report for the fourth quarter 2010, in which it names the top ten most and least risky sovereigns, and the best and worst performers.

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Liquidity Signals in the CDS Markets

Mon 26 Jul 2010

On the day when KfW wired €300m to the defaulted Lehman Bros, it became clear that a new regime for risk control and counterparty risk assessment was required.

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