Singapore Credit Default Swaps

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Singapore Credit Default Swaps closed down 0 as of January 1, 1970 from 0 from the previous day, 0 last week and 0 last month.

Singapore Credit Default Swaps Analytics & Data




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Singapore Credit Default Swaps Historical Data

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Singapore Credit Default Swaps Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
Singapore Credit Default Swaps CDS.Singapore 25.56 0.34 0.4 0.57 0.18

Singapore Credit Default Swaps Historical Data

The MacroVar database offers free access to historical data for the Singapore Credit Default Swaps, dating back to 1950. This extensive dataset is readily available through MacroVar versatile platforms, including a user-friendly web interface, a robust Python API, and convenient Excel integration. By leveraging these tools, users can efficiently retrieve and analyze decades of Singapore Credit Default Swaps data, supporting a wide range of research, financial analysis, and decision-making processes.

What is the Singapore Credit Default Swaps

Credit Default Swaps (CDS) in Singapore are financial instruments that allow investors to hedge against the risk of default on debt obligations. By purchasing a CDS, the investor is essentially buying insurance against the possibility of a borrower failing to repay their debt. In Singapore, CDS are commonly used by financial institutions, corporations, and investors to manage credit risk and protect their investments. The market for CDS in Singapore is well-established and regulated by the Monetary Authority of Singapore to ensure transparency and stability in the financial system. Overall, CDS play a crucial role in the Singapore financial market by providing a mechanism for managing credit risk and promoting financial stability.

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