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We compare the five major sources of corporate Credit Default Swap prices:GFI, Fenics, Reuters, CMA, and Markit, using the most liquid single name 5-yearCDS in the iTraxx and CDX indexes from 2004 to 2010. Deviations from the commontrend among prices in the different databases are not random but are explainedby idiosyncratic factors, financing costs, global risk, and other tradingfactors. The CMA quotes lead the price discovery process. Moreover, we findthat there is not a full agreement among databases in the results of the pricediscovery analysis between stock and CDS returns.

Are all Credit Default Swap Databases equal?