Given the current coronavirus-induced financial crisis and the possibility that it evolves in an economical crisis trough Companies (See: Credit Is the Scariest Market to Watch, Not the Dow or S&P). I would be interested in getting some individual credit risk data to get market implied probabilities of default.

I was mostly thinking about single names CDS - (I don't think I really need intraday data). Ideally, the goal would be to replicate the graph here.

Is there any free ressources to get this kind of data ?


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