Credit data has long been the missing piece in EODHD’s coverage. Equity, fundamentals, macro, real-time — all there. But if you wanted to see how corporate credit conditions were tightening, what a sovereign’s risk premium looked like, or how CDS market volumes were shifting, you had to stitch together three or four separate public feeds yourself. Not anymore.
The new Credit & Sovereign Risk Data API brings credit-market and sovereign-risk indicators into a single, consistent API — built entirely on official public sources.
What’s inside
Seven endpoints, grouped into three themes:
Corporate credit conditions. The New York Fed’s Corporate Bond Market Distress Index (whole-market, investment-grade and high-yield, weekly) and the HQM corporate yield curve from the US Treasury via FRED — par and spot yields across maturities from 1 to 30 years.
CDS market aggregates. Weekly credit-default-swap notional volumes from the CFTC Weekly Swaps Report, broken down by credit grade and cleared status across regions.
Sovereign risk. Country risk premiums, Moody’s / S&P / Fitch ratings, sovereign CDS spreads, and a rating-to-default-spread lookup — 157 countries, from the Damodaran dataset at NYU Stern.
Built on sources you can cite
Every value comes from a named, authoritative source — the NY Fed, the US Treasury, the CFTC, and NYU Stern — and every response carries the exact attribution string in its metadata, so you can display or redistribute the data with confidence.
Who it’s for
Credit analysts, sovereign-risk and emerging-market macro desks, quant researchers, corporate treasury teams, and academics — anyone who needs credit and sovereign-risk data without maintaining their own pipeline of public feeds.
How it works
Every endpoint uses the same api_token authentication as the rest of the EODHD API, returns a clean JSON envelope (data, meta, links), and costs one API call per request. Filtering and pagination work the same way everywhere.
A request looks like this:
https://eodhd.com/api/credit-risk/sovereign/risk-premium?api_token=YOUR_TOKEN&filter[country]=USAAnd you get back structured, ready-to-use data — country risk premium, equity risk premium, rating, tax rate and sovereign CDS level, straight into your model.
The Credit & Sovereign Risk Data API is available now on the Fundamentals plan and above. Full endpoint reference and examples are in the documentation.
