Financial background credit risk curves and matrix

Institutional Credit Data Pipeline

Credit Data provided by Credit Professionals

We specialize in the acquisition, management, processing and distribution of the data used in the credit risk business — so that you can spend your time deriving actionable insights from the data instead of wrangling messy feeds.

Explore Data Products Request Sample Feed

12,000+ Global Issuers Tracked

50M+ Historical Data Records

<15ms API Latency Benchmark

99.99% Delivery SLA Reliability

About XKRISK

Engineered by Credit Analytics Specialists

We specialize in the acquisition, management, processing and distribution of the data used in the credit risk business so that you can spend your time deriving insights from the data.

We have extensive experience in the credit analytics business and are intimately familiar with the data management and processing requirements of quantitative hedge funds, rating desks, asset managers, and risk modeling institutions.

Multi-Source Ingestion

Continuous harvesting across regulatory filings, broker feeds, and market pricing pools.

AI & Human Ready

Reformatted taxonomy ready for both programmatic quant pipelines and modern LLM agent prompts.

Zero Wrangling Overhead

Eliminate the 80% time sink spent cleaning symbology, restatements, and unstructured text.

Deep Credit Expertise

Founded and run by seasoned credit analysts who know what variables drive spread moves.

The XKRISK Data Lifecycle Active Pipeline

Acquisition & Extraction

Automated collectors monitor global regulatory bodies (SEC EDGAR, ESMA), CDS market makers, and securitization trustees.

Harmonization & Normalization

Resolution of legal entity identifiers (LEI, CIK, FIGI), adjustment for accounting restatements, and calculation of credit ratios.

Verification & Structuring

Institutional quality assurance checks ensuring zero corrupted tenors, validated checksums, and point-in-time timestamping.

Omnichannel Distribution

Immediate delivery through SFTP flat files, low-latency REST APIs, browser exploration, or directly to AI agents via MCP server.

Data Products

Data Pulled from Multiple Sources — Reformatted for Humans or AI

Our primary focus is on the specialized data required for institutional credit risk research, default modeling, spread forecasting, and portfolio risk management.

Public Company Identifiers

Symbology mapping bridging global regulatory, exchange, and security identifiers.

Request Full Feed Access

Delivery Architecture

Flexible Delivery Formats Built for Quant Teams and AI Workflows

We provide credit data in a variety of delivery options — from automated batch SFTP flat files to instant MCP server-based requests designed for autonomous AI agents.

XKRISK Unified Ingestion, Normalization, MCP Server and Distribution Pipeline

End-to-End Credit Data Orchestration

Raw Ingestion → Standardized Normalization Pipeline → Multi-channel Distribution (SFTP, API, MCP Server)

PRODUCTION READY

AI Native

MCP Server Based

Direct Model Context Protocol server integration allowing AI agents (Claude, Cursor, custom Copilots) to execute real-time credit risk tool calls.

@xkrisk/mcp-server

Sub-15ms

REST & GraphQL API

High-throughput programmatic endpoints for intraday queries, CDS term structures, issuer lookups, and financial ratios.

api.xkrisk.com/v1

Automated

Downloadable SFTP Flat Files

Scheduled daily and intraday flat-file drops in Apache Parquet, CSV, or compressed JSON with automated PGP verification.

sftp.feeds.xkrisk.com

Visual UI

Browser-Based Analysis

Interactive web portal providing credit curve visualizers, spread history charts, cross-issuer comparisons, and one-click data extraction.

portal.xkrisk.com

Bespoke

Customizable Requests

Tailored feeds configured specifically for your portfolio universe, bespoke frequency cadences, and proprietary schema mappings.

Custom Data Contracts

DELIVERY CONFIGURATION & CODE SNIPPET

Data Services

Customized Credit Data Services

Beyond our standard data products, we provide customized engineering and analytical engagements to solve institutional data bottlenecks.

Implementing New Data Sources

Have a specialized credit data provider, niche debt marketplace, or proprietary internal ledger? We build dedicated ingestion pipelines, validation rules, and normalization layers tailored to your sources.

Bespoke web scrapers & connector APIs
Automated anomaly & drift detection
Standardization into your target ontology

Infrastructure Integration

Direct zero-friction integration into your modern data stack: Snowflake Direct Shares, AWS S3 / Athena, Google BigQuery, Databricks Delta Lake, or on-premises quant database clusters.

Native Snowflake data sharing
Apache Parquet & Iceberg table formats
Enterprise-grade IAM & key management

Other Data Analysis Requests

Need point-in-time backtesting datasets, CDS basis calculations, stress-testing scenario matrices, or custom LLM feature extraction? Our credit researchers deliver production-ready deliverables.

Historical spread curve reconstruction
Debt maturity wall risk profiling
LLM credit prompt fine-tuning datasets

Get In Touch

Contact Us

Ready to evaluate sample feeds, discuss custom data pipelines, or connect your AI agents to our credit MCP server? Our credit engineering team is here to assist.

info@xkrisk.com

Same-day NDA execution & sample sandbox provisioning
Direct consultation with veteran credit risk specialists
Bespoke proof-of-concept for internal quant workflows

Response time: Under 4 business hours for institutional inquiries.

Request Data Sample / Inquiry

Specify your coverage requirements and data delivery preferences below.

Full Name *

Corporate Email *

Organization / Firm *

Preferred Delivery Option

Data Products of Interest (Select all that apply)

Company Identifiers US Financial Reports Other Public Filings (8-K) CDS Trade Data ABS Details Custom Services

Project Scope / Specific Requirements