Database Manager


Run the Database Manager App for FDIC data.

 

User tip: By clicking the above link, the Java based database manager will be loaded on your machine and the application will attempt to connect to our centralised database. After establishing connection you can choose two options.

1.getting data on individual institutions

2.getting quarterly bulk data

 

Easily you can browse through various CDS related FDIC data.

 

Data on Individual Institutions

 

In this section you will need to select the time period which you want to load data (for example q1_07 for first quarter of the year 2007). Furthermore from the drop down menu select the name of the individual financial institution.
You can export the loaded data to an Excel file format (when exporting data select .csv as file extension).
The provided data variables correspond to the following information of financial institutions:
CDS Buy-->CTDDFSWB
CDS Sell-->CTDDFSWG
Core Capital-->RBCT1
MBS-->SCMTGBK
SPV Enhancement-->SALE_AND_SPV_ENHANCMENT
Total asset-->ASSET

 

 

Quarterly Bulk Data


This view of the App will provide the user with all the CDS related balance sheet variables of financial institutions in the corresponding quarter. The interface will enable the user to have a full picture and compare the results of all the institutions active in the CDS market.

 

Note: After clicking the App link, the Java-based App will be downloaded to your machine and you can run the databse manager by clicking the downloaded file.

if you you have any problem regarding using the Database Manager or any other simulator pease contact the site admin: apps@acefinmod.com

 

 

 

 

PIIGS CDS spread and Gross Notional version 1.0 beta


Run this App to get the CDS spread and gross notional data for Portugal, Spain, Italy, Ireland, Greece and UK

 

Run this App to get BIS data on Sovereign

 

 

 

Banking and Financial Data

DTCC data are weekly published on the DTCC website. The data are based on CDS records registered in the Warehouse and among all include outstanding gross and net notional values of CDS contracts for the top 1,000 underlying single-name reference entities as well as all CDS indices.
The data are divided into three sections. Section I (Tables 1 - 8) provides data on all live positions in the Warehouse as of specified date. Section II (Tables 9 - 16) provides information on the change in weekly activity for Trade Information Warehouse positions. Section III (Tables 17 - 23) provides information on all transaction activity, such as new trades, assignments, and terminations that were confirmed within the specified week reflecting either an increase or decrease in overall positions.
We are basically dealing with the first section of the data (mainly Table 6) which provides information on gross and net notional values of CDS contracts for the top 1,000 reference entities.

 

 

 

FDIC quarterly data tables

 

Plots for CDS Spreads and Gross Notional Value of CDS on

 

DTCC and CDS spreads for PIIGS


http://www.dtcc.com/products/derivserv/data/index.php

 

The titles of the tables are as follows:
Table 1: All Credit Products by Customer  Type and Breakout by Product Type
Table 1A: Daily Aggregate Open Interest by Currency of Denomination (All Credit Products)
Table 2: Single Name Reference Entity Type by  Buyer of Protection
Table 3: Single Name Reference Entity Type by  Seller of Protection
Table 4: On-the-run/Off-the-run Index/Index Tranche by Buyer of Protection
Table 5: On-the-run/Off-the-run Index/Index Tranche by Seller of Protection
Table 6: Top 1000 Reference Entities (Gross and Net Notional)
Table 7: All indices and Index Tranche (Gross and Net Notional)
Table 8: Aggregate Single-Name Contracts by Year of Scheduled Termination Date
Table 9: Weekly Activity: Credit Products by Customer  Type and Breakout by Product Type
Table 10: Weekly Activity: Single Name Reference Entity Type by  Buyer of Protection
Table 11: Weekly Activity: Single Name Reference Entity Type by  Seller of Protection
Table 12: Weekly Activity: On-the-run/Off-the-run Index/Index Tranche by Buyer of Protection
Table 13: Weekly Activity: On-the-run/Off-the-run Index/Index Tranche by Seller of Protection
Table 14: Weekly Activity: All Reference Entities (Gross and Net Notional)
Table 15: Weekly Activity: All indices and Index Tranche (Gross and Net Notional)
Table 16: Weekly Activity: Aggregate Single-Name Contracts by Year of Scheduled Termination Date
Table 17: Single Name Reference Entity Type by Transaction Type
Table 18: Single Name Reference Entity Type by Transaction Type (Position Increases)
Table 19: Single Name Reference Entity Type by Transaction Type (Position Reduced)
Table 20: All indices, and Index Tranche by Transaction Type > 50 Contracts (Position Increases)
Table 21: All indices, and Index Tranche by Transaction Type > 50 Contracts (Position Reduced)
Table 22: Single Name Reference Entities with > 50 Contracts (Position Increases)
Table 23: Single Name Reference Entities with > 50 Contracts (Position Reduced)