Current datasets

CreditMetrics Standard Datasets

For 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.

Current Data Sets

May 10, 2008	Foreign Exchange rates Foreign currencies against the dollar expressed as USD/currency.
May 10, 2008	Yield curve data One to 30 year par interest rate yields.
May 10, 2008	Corporate bond spreads Corporate bond spreads to government yields by industry and credit rating.
May 10, 2008	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.