BondDroid Credit Curves

Overview

BondDroid® is a proprietary AI system that predicts trade bid and ask levels. It uses a unique approach designed to deliver accuracy across different market regimes, issuer credit quality, and instrument life cycles. BondDroid® deploys over 400 pricing bots — each representing a unique trading persona.

BondDroid Curves offers issuer-level credit spread and hazard rate curves for 11 standard maturity points, dating back to January 2012. This data feed covers a daily snapshot of the issuer-level credit curves and hazard rates for 4,000+ global corporate and sovereign issuers.

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FAQs

What is BondDroid?

• 7 Chord's award-winning pricing engine that empowers institutional traders and investors with highly accurate prices and analytics for thinly traded financial instruments. Powered by continuous real-time learning technology developed by its co-founders at NYU, BondDroid adapts swiftly when "black swan" events occur.
  The BondDroid data sourcing team uses some of the most sophisticated data curation and collection methodologies and leverages its deep industry relationships to unearth new or by-appointment market data sources.

What kind of research is typically done with this data?

• 7 Chord BondDroid Curve data is commonly used for research into the following: issuer credit risk assessment, relative value analysis, bond pricing and valuable, capital structure analysis, and risk management