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CDS analysis you can check.

CDSBench is for anyone who holds a CDS view — before a credit story breaks, so you know where every position stands, and the moment it does, so you can decide fast and show why.

The problem

The answer is only as good as the reasoning behind it

It turns on specific clauses

Whether a development is a Credit Event, and which obligations can be delivered, depends on specific contract terms applied to specific documents — hundreds of pages per name.

It is done too late, under pressure

The reading usually starts after the news, when the window is hours. It should already be on file, so the desk knows in advance what a missed payment or an exchange offer would mean.

Conclusions travel without their evidence

A view moves through a desk as a sentence. General-purpose AI is no better: it answers quickly but rarely shows which clause it relied on or what it could not establish.

What CDSBench does instead

It keeps the conclusion, the contract language and the source text together, and does the work before the news as readily as after it — so a reader can verify each step instead of trusting it, and the desk already knows what a missed payment or an exchange offer would mean for each name it holds.

Our approach

Every case follows the same questions

  1. 1

    Something happens — or might

  2. 2

    What does it mean for the CDS?

  3. 3

    What does the contract say?

  4. 4

    What does the evidence establish?

  5. 5

    What remains unresolved?

  6. 6

    What could change the conclusion?

Facts, interpretation and gaps — kept apart

What the documents establish is labelled as fact. What is read into them is labelled as interpretation. What is missing is said out loud, not papered over.

Mechanical where it can be, judgement where it must

Deterministic tests handle the parts of the contract that can be checked in code — currency, maturity, seniority. Everything else is marked as judgement, so you know which is which.

Decision support, not a determination

CDSBench helps you reach and defend a view. It is not legal advice, and it does not replace a Credit Derivatives Determinations Committee.

A case over time

Prepare before it happens; update when it does

Run a name while it is still quiet, so the deliverability picture is already on file. When the story breaks, add the new document and re-run.

  1. 1Run early

    Set up the case while the name is still quiet — entity, instruments, the documents you hold — and know in advance which obligations would deliver. Each instrument gets its own assessment.

  2. 2Add and re-run

    When a notice, an amendment or the trade confirmation arrives, add it to the same case and re-run. Earlier documents are kept, and re-runs are included in your plan.

  3. 3See what changed

    Every run is a revision. The case shows which tests moved, what is now established and how the assessment changed.

  4. 4Re-check

    If the engine, a rule or a relevant precedent changes after a run, the case says so, so you know when an answer is worth re-checking.

Who it is for

People who have to stand behind a CDS view

Credit and CDS traders, credit analysts, risk and operations teams, and the lawyers who support them — anyone who needs a view on what a credit development would mean for a position, whether they are preparing for it or reacting to it, and has to explain that view to a colleague, a committee or a counterparty.

About Us · CDSBench