| ABCDS Pricing
Markit created the first multi-contributor source of CDS of ABS Spreads and Durations, responding to regulatory and market conditions which are placing ever more emphasis on transparent and independent analysis, in response.
ABS Cash Pricing
Markit ABS Cash Pricing, the leading provider of European ABS Cash Pricing data, is committed to providing services to help increase transparency and foster growth in emerging ABS sectors.
CMO/ABS Cashflow
Markit’s CMO/ABS Cashflow Modeling service enables clients to model, evaluate, and analyze Collateralized Mortgage Obligations (CMOs) and Asset Backed Securities (ABS) based on their own estimates of interest rates, prepayments and losses.
Euro ABS Platform
In today’s fast moving and often volatile markets, access to reliable, accurate and timely information is critical to the management of risk and identification of opportunities. The continued rapid growth of the European ABS markets has created the need for heightened levels of vigilance, risk management and surveillance.
European Bond and Collateral Performance Data
Markit European ABS Performance Data provides clients with comprehensive, regularly updated information on the performance and rating of issued ABS and MBS securities, detailed and standardised data, analysing the performance and evolution of the underlying collateral asset pool together with links to original deal documents, trustee reports and general research.
iBoxx ABS Beta
The Markit iBoxx ABS Beta Indices provide market participants with the tools needed to quantify returns using the most reliable bond pricing and performance data available for the European ABS market.
| | Reference Cashflow Database (RCD)
Markit’s Reference Cashflow Database (RCD) provides bond performance data and an interactive trade settlement calculation engine that demonstrates the impact of spread, prepayment and default on the value of the monthly ISDA Pay-As-You-Go settlement requirements of CDS of ABS trades.
Structured Finance Index Swap Calculators
The ABX, PrimeX, CMBX, TRX.NA, IOS, and iBoxx ABS calculators allows dealers to perform detailed analysis and agree to a Net Present Value (NPV) when entering into index trades.
Structured Finance Indices
Markit owns, administers and acts as both the calculation and the marketing agents for the ABX.HE, PrimeX, TABX.HE, CMBX, TRX.NA, IOS, and PO indices as well as acting as the calculation agent for the NCREIF index.
US Static, Collateral and Loan Level Data
Markit ABS Performance Data is the first service to use technology to extract, audit, and collate pool level data directly from the official Trustee Reports for timely and accurate delivery of bond, collateral and loan level US RMBS data.
Valuations
Independent, portfolio valuations service for structured OTC products.
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