I'm trying to use LSEG to put together an aggregate measure of 5-year wholesale bank funding spreads (Holdco, Opco and covered bond) issued by the Big 6 UK Banks (Santander UK, Barclays, HSBC, Lloyds, Nationwide, and RBS). How would I go about doing this please?
Research:
It can be done through LSEG Data Library for Python, please share the formula and the steps to do it. It will be helpful.
