US ABS Performance Data

Markit ABS Performance Data is the premier source of comprehensive, accurate information for US securitizations. Combining complete historical data at the bond, collateral and deal level, Markit ABS Performance Data provides the ultimate resource for asset backed market participants who require detailed information for securitization analysis and deal surveillance.

Understanding the importance of timely delivery and access to monthly data, Markit ABS Performance Data employs the same standards demonstrated by Markit's current suite of structured finance products. In addition, Markit applies an extensive set of validation checks against all data to ensure that the information is accurate and reasonable.

Markit ABS Performance Data is the gateway to comprehensive, standardized and detailed information for US RMBS, including the 80 constituent deals underlying the ABX index.

Key Features

• Clear and concise Monthly Snapshot reports detailing key deal statistics
• Comprehensive collateral performance information capturing over 125 pool and deal level data elements including:
  
  - Delinquency, loss and prepayment levels and speeds
  - Waterfall related triggers: stepdown, delinquency, and cumulative loss
  - Other cashflow related items
  
  
• ABX Link- providing view and download capability of performance data on all constituent deals underlying the indices
• Portfolio creation and customizable screen views
• Data delivery through a customized-view export as well as a bulk distribution
• Complete bond payment history and historical collateral performance data