Bloomberg: CSDR <GO>→Noosphere: FREE
Credit Default Swap Risk
Bloomberg CSDR shows sovereign CDS spreads and implied default probabilities. Premium terminal function.
SIGMA Credit & Contagion Risk — with R₀ financial coefficient
Live SIGMA Data — 2026-10-13
How It Works
Unlike CDS which reflects market sentiment, SIGMA measures fundamental structural risk. R₀ > 1.0 means credit stress propagates faster than it can be contained — mathematically equivalent to default contagion modeling.
vs CSDR <GO>
✓Fundamental math vs market sentiment
✓R₀ contagion not available on Bloomberg
✓Free tier with full API access
✓No latency — Bloomberg CDS data has 15-min delay
✓Regime classification included