Default Message
Structured Finance
Deal Structure and Analysis
CMO/ABS Cashflow Modeling and Full Scale Analytical API
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.
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.
European Static and Collateral Data
Pricing and Valuations
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.
CDS and ABS 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.
Valuations
Independent, portfolio valuations service for structured OTC products.
Trade Support
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.
ABX.HE and CMBX Swap Calculators
Using the Hazard Rate Model, the ABX and CMBX calculator allows dealers to agree to a Net Present Value (NPV) in exchange for entering index trades.
Indices and Index Support
ABX.HE, CMBX, NCREIF
Markit owns, administers and acts as both the calculation and the marketing agents for the ABX.HE, CMBX, TABX.HE indices as well as acting as the calculation agent for the NCREIF index.
CMO/ABS Cashflow Modeling and Full Scale Analytical API
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.
Reference and Performance Data
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.
European Static and Collateral Data
Markit European ABS Performance Data provides timely, comprehensive, and accurate data at the portfolio, index, security and collateral on all European asset classes.
Indices and Index Support
