# Credit risk data

I am trying to get historical data for credit risk and do some analysis on it as a school project. I thought CDX index might be a good proxy for typical credit risk data, but I am not sure. Typically what might be a good and also accessible set of data for credit risk of a financial institution.

Also, if CDX is a good proxy, where can I find historical data for it. I get nothing out of Bloomberg and Markit.com. Is it an extra on Bloomberg?

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check out Markit, one of the biggest providers, they may have sample data sets. Otherwise its hard to impossible to come by free real-time data. markit.com/en/products/data/data.page –  Matt Wolf Mar 21 at 7:57
I confirm that MarkIt is the golden source. –  BlueTrin Mar 21 at 10:02

CDX is available from Bloomberg at no extra cost, though they do not (so far as I know) form a total-return series that takes rolls into account. See, for example, CDX HY CDSI S19 5Y PRC Corp or Bloomberg ID CXPHY519.