Credit Intelligence Without Blind Spots
Comprehensive credit market data across corporate and sovereign bonds. Ratings, CDS spreads, yield curves, and default risk metrics from all major agencies and global markets, normalized for serious analysis.
Access real-time credit ratings from all major agencies, normalized and ready for portfolio-level 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")




Live 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 liquidity metrics for corporate and sovereign issuers.
Real-time and EOD prices, yields, duration, convexity, and OAS for investment-grade and high-yield bonds. Over 2 million securities covered.
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 normalisation so you can compare issuers across regions instantly.
Deep historical credit data for backtesting and modelling. Rating transitions, spread history, and default cycles across multiple economic regimes.
Credit Intelligence Platform
Institutional-grade data feeds spanning ratings, CDS, bonds, and defaults - all normalized, timestamped, and ready for production.
Comprehensive credit market data across corporate and sovereign bonds. Ratings, 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 real-time and historical credit data covering over 50,000 issuers and 2 million bonds across investment-grade, high-yield, and municipal securities. Powers fixed income trading, portfolio risk management, credit research, and regulatory reporting globally.
Launch FreeS&P long-term issuer
You can analyze credit data 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.
Flexible plans for developers, startups, and enterprises. Access comprehensive financial data through a single, reliable API.
Join thousands of developers using Axion to power their financial applications. Start with our free tier and scale as you grow.
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