Standard DatasetsFor information about these datasets, please refer to the
CreditMetrics Technical Document. For
specific support issues, email questions directly to datametrics.support@riskmetrics.com.
Or, to learn more about the many types of data and services
provided by DataMetrics, contact one of our sales offices.
Foreign exchange, yield and corporate debt spread data is updated on a weekly basis on Mondays and reflects data as of the close of business for the prior business date (typically Friday). Transition matrices are updated as required.
 Feb 8, 2010 |
Foreign Exchange rates Foreign currencies against the dollar expressed as USD/currency. |
|
Feb 8, 2010 |
Yield curve data One to 30 year par interest rate yields. |
|
Feb 8, 2010 |
Corporate bond spreads Corporate bond spreads to government yields by industry and credit rating. |
|
Feb 8, 2010 |
EU Corporate bond spreads Corporate bond spreads to government yields by industry and credit rating. |
|
Feb 14, 2005 |
Transition matrices Tables of probabilities listing the chance of possible quality upgrades, downgrades and defaults. |
These files are all ASCII, tab delimited.