{"id":7972,"date":"2026-07-01T17:40:03","date_gmt":"2026-07-01T15:40:03","guid":{"rendered":"https:\/\/eodhd.com\/financial-apis\/?p=7972"},"modified":"2026-07-01T17:49:32","modified_gmt":"2026-07-01T15:49:32","slug":"credit-and-sovereign-risk-data-api","status":"publish","type":"post","link":"https:\/\/eodhd.com\/financial-apis\/credit-and-sovereign-risk-data-api","title":{"rendered":"Credit and Sovereign Risk Data API"},"content":{"rendered":"


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The EODHD Credit and Sovereign Risk Data API brings credit-market and sovereign-risk indicators into one API, drawn entirely from official public sources. It closes a long-standing gap in EODHD coverage for credit analysts, sovereign-risk and EM macro desks, quant researchers, corporate treasury, and academic users.<\/p>\n\n\n\n

Seven endpoints are grouped into three themes: corporate credit conditions (the NY Fed corporate bond distress index and the HQM corporate yield curve), CDS market aggregates (weekly CFTC swaps data), and sovereign risk (risk premiums, credit ratings, CDS spreads, and rating-based default spreads). All seven share the same authentication, the same JSON response envelope, and a cost of one API call per request.<\/p>\n\n\n\n

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Overview<\/h2>\n\n\n\n

All endpoints live under a common base path:<\/p>\n\n\n

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https:\/\/eodhd.com\/api\/credit-risk\/{group}\/{dataset}?api_token=YOUR_TOKEN<\/code><\/pre>\n<\/div>\n\n\n
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Corporate Credit Conditions<\/h2>\n\n\n\n
This theme measures the health of the US corporate bond market from two angles: a market-distress index published by the New York Fed, and the high-quality corporate yield curve published by the US Treasury through FRED. Together they show whether corporate credit is functioning normally and what investment-grade issuers are paying to borrow across maturities.<\/p>\n\n\n\n
Corporate Bond Market Distress Index (CMDI)<\/h3>\n\n\n\n
The Corporate Bond Market Distress Index from the New York Fed summarises stress in the US corporate bond market on a scale from 0 to 1, where higher values indicate greater distress. Three series are returned per week: the whole-market index, the investment-grade sub-index, and the high-yield sub-index. The series is published weekly.<\/p>\n\n\n
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https:\/\/eodhd.com\/api\/credit-risk\/corporate\/cmdi?api_token=YOUR_TOKEN<\/code><\/pre>\n<\/div>\n\n\n
Method GET. Authentication by api_token. Cost one API call per request. Pagination by page[offset] and page[limit]. Response is a JSON envelope with data, meta, and links.<\/p>\n\n\n\n
Parameter<\/th>Required<\/th>Description<\/th><\/tr><\/thead>
api_token<\/td>Yes<\/td>Your EODHD API token<\/td><\/tr>
filter[from]<\/td>No<\/td>Start date, YYYY-MM-DD, inclusive<\/td><\/tr>
filter[to]<\/td>No<\/td>End date, YYYY-MM-DD, inclusive, on or after filter[from]<\/td><\/tr>
page[limit]<\/td>No<\/td>Rows per page, 1 to 100, default 20<\/td><\/tr>
page[offset]<\/td>No<\/td>Rows to skip, default 0<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n    
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