Where to find it
Open Bank Run Monitor → Bank CDS for the selected issuer table, search, numeric sorting and coverage filters. Compact cards appear in Bank Run Monitor’s Overview and model-bank section, and in Financial Stress → Banks & positioning. Row details explain the named reference entity, date, contract gaps and source.
Published premiums with their dates
The initial reference covers 16 selected banking issuers from BSW’s published CDS table, attributed there to CMA / ICE. At qualification, 15 premiums were reported for 15 October 2026, with an explicit unavailable Vontobel entry. Values are in basis points for the publisher’s five-year tenor; reporting dates are kept separate from Watchtower’s retrieval time.
These are bounded factual references, not an all-bank inventory, an executable quote service or a licensed trading feed. Currency, seniority, restructuring and bid/ask conventions are not supplied by this source and remain unknown. Original publisher and data-owner attribution and rights notices are retained.
CDS pricing is different from a credit rating
A CDS premium is market-based credit-risk pricing, not an agency letter grade, deposit guarantee or probability of a bank run. The interface does not invent rating bands or default probabilities. Holding companies and operating banks are distinguished: for example, JPMorgan Chase & Co. is not JPMorgan Chase Bank, N.A.
Missing, stale, ambiguous and unqualified observations are marked explicitly. Failed updates retain original dates rather than becoming fresh quotes. The reference remains supplementary context and does not change the existing banking stress calculations.