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?