Access daily agency credit ratings, bond ratings data, and credit risk metrics through a single credit rating API - normalized and ready for portfolio screening, watchlist monitoring, and cross-asset risk analysis.
from axion import Axion, utils, visualize
client = Axion(api_key="your_api_key")
issuers = ["Apple", "Microsoft", "Amazon", "Tesla", "ExxonMobil"]
def fetch_ratings(row):
name = row["name"]
results = client.credit.search(name)
ratings = client.credit.ratings(results[0]["id"]) if results else []
return (name, ratings)
df_issuers = utils.df([{"name": n} for n in issuers])
ratings_map = {}
utils.work(df_issuers, fetch_ratings, ratings_map)
flat = [
{
"issuer": issuer,
"agency": r["agency"],
"rating": r["rating"],
"outlook": r.get("outlook", "N/A"),
}
for issuer, ratings in ratings_map.items()
for r in ratings
]
df_ratings = utils.df(flat)
visualize.bar(df_ratings, x="issuer", y="rating")
Daily agency ratings, outlooks, and watch status from S&P, Moody's, Fitch, and DBRS. Historical migrations mapped to exact timestamps for backtesting.
Monitor CDS curves across all tenors, track bond yield spreads, and analyze credit risk data and liquidity metrics for corporate and sovereign issuers.
Daily prices, yields, duration, convexity, and OAS for investment-grade and high-yield bonds, with ratings data across 2 million+ securities and deep history for backtesting.
Historical default rates, recovery estimates, and market-implied probability of default models. Integrate directly into your risk systems.
Corporate, sovereign, and municipal bonds from 85+ markets. Cross-border normalization so you can compare issuers across regions instantly.
Deep historical credit data for backtesting and modeling. Rating transitions, spread history, and default cycles across multiple economic regimes.
Credit Intelligence Platform
Institutional-grade credit ratings data feeds spanning agency ratings, CDS, bonds, and defaults - all normalized, timestamped, and ready for production.
Comprehensive credit market data across corporate and sovereign bonds. Bond ratings data, CDS spreads, yield curves, and default risk metrics from all major agencies and global markets, normalized for serious analysis.
Search any institution by name and pull its full credit ratings history in a single call. Built for risk teams, underwriters, and compliance desks who need verified, audit-ready data - not guesswork.
Access daily and historical credit ratings data covering over 50,000 issuers and 2 million bonds across investment-grade, high-yield, and municipal securities. Decades of history back to 1987, retrievable nearly instantly. Powers fixed income trading, portfolio risk management, credit research, and regulatory reporting globally.
Launch FreeS&P long-term issuer
You can analyze credit ratings data and credit risk for corporate, sovereign, and municipal entities worldwide.
12-MONTH TRANSITION MODEL
AAA–AA
92% stableA–BBB
71% stableBB–B
43% stableCCC
18% stableYou can access pricing and analytics for investment-grade, high-yield, and municipal securities.
LEVERAGED CREDIT
Nearest threshold
Net leverage · 5.5×
Current 3.4× · 38% headroom
Interest cover
4.8×
FCF / debt
18%
Watch items
2
You can model default risk and relative value with comprehensive credit default swap data.
MSFT · INSTITUTIONAL LENS
78
ESG
Transition quality
AA
+4 points YoY
91
credit
Issuer strength
AAA
Stable outlook
Net leverage
-0.4×Controversy load
Low
1 minor event · 90d
Debt capacity
$76B
Before 2.0× leverage
You get global coverage of fixed income markets for cross-market analysis.
FORD · FORWARD RATING SIGNAL
Debt capacity
74Cash-flow cover
68Transition exposure
42Incident momentum
2912-week signal map
Baa1Stable
Pressure
You can backtest credit strategies and study rating migration cycles across decades.
Ratings from the major agencies are consolidated, searchable per entity, and returned with their rating reports.
Use the search endpoint to resolve rated entities by name, then request the report endpoint for the detailed rating record.
Rating reports include the detail needed for risk screens and fixed-income research; pair them with fundamentals for credit-adjacent equity work.
Flexible plans for developers, startups, and enterprises. Access comprehensive market data, fundamental data, and alternative data through a single financial data API.
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