Beyond Pricing

Data Providing

inform of Large Classification, Medium Classification, Detail Classification
Large Classification Medium Classification Detail Classification
Issuance Information Maturity Information Maturity , Demand Forecast Data
ABCP Issuance Information ABCP Issuance Data
FCY Issuance Information Bond Issuance Data on Major Country by Industry and currency
Derivative-Linked Information Issuance information
Credit Rating Credit Rating
Company Information Basic Information, company Information and Credit Rating on Counterparty
Market Information Expected Settlement price on Bond Government / MSB expected Settlement price data
Spread CDS Spread
Secondary Market Information Secondary Market Information (batch) – Traded Average
Interest Rate IRS, CRS
TIPS Inflation Coefficient
Index Price Information KOSPI, KOSDAQ index, Major global index
Volatility on Product CAP/FLOOR/SWAPTION by maturities
Interest, Price Information YTM Matrix, CDCP Matrix, LIBOR, Global Bonds
SWAP Rate information IRS and CRS rate
Pricing Information Pricing Information Bonds, FCY Bonds, SWAP, CDCP
Settlement Data Sovereign/ MSB/ other Bonds
Price Table Settlement Price
Credit Rating Changes YTM YTM movement by company and credit rating
YTM Matrix on FCY BOND Major Currency Matrix by credit ratings
Overseas Major institutions Default Rate DailyDefault Rate calculated with implied default rate
YTM Matrix YTM Matrix
ZERO Matrix
Volatility Underlying Asset , Volatility by curves, Correlation coefficient
Vol. Surface by Index
KTB futures correlation coefficient Correlation coefficient data with KTB futures
inform of Classification, Division, contents
Classification Division contents
RISK Management VaR (Value at Risk) Market VaR
KIS-Term Term Structure By Credit Rate
KIS-IDP Market Risk Premium based implied default rate
KIS-BIR Bond Implied Rating
KIS-EDF Model based expected default rate
KIS-PIT Default rate reflecting economic fluctuation of Korea and major countries
Credit Derivative Product Stress Test Market Par Coupon & Stress Test
Default Rate by Rating Default Rate , Recovery Rate by Rating
Recovery Rate Economy Cycle Reflected Recovery Rate
Recovery Rate and Liquidity premium by Credit Rating
Accounting support Accounting Support Accounting related data and IFRS related consulting
Guarantee Payment Field Test Scenario related interest rate
Index KIS Index HanKyung-Rueter-KIS Index
KOBI30 Index
KOBI120 Index
Customized Index NPS Index
Teachers Pension Index
Performance Analysis Bond Multi-Factor Key Rate Duration, Factor Exposure, Specific Risk, Covariance Matrix
Key Rate Duration, Factor Exposure
SWAP Key Rate Duration

Data provision process

inform of Data Providing - Data provision process