Daily composite CDS spread curves for 2,000+ global reference entities

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Daily composite CDS spread curves for 2,000+ global reference entities: 5- and 10-year spreads as the basis-point cost of protection, plus full term-structure curves spanning 6 months to 30 years, across a wide grid of currency x restructuring (doc) clause x tier-of-debt combinations including EM sovereign references. Ships with a reference-data file mapping proprietary identifiers to CDS characteristics (legal name, ticker, currency, tier, doc clause, CFIDs for 5Y/10Y, underlying equity ticker and exchange, ISO codes for sovereigns). Built by parsing indicative sell-side-to-buy-side market quotes, removing outliers and stale points, manually reviewing inverted curves, then averaging into a composite.