IHS Markit datasets available via the Data Lake
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Customer LoginsSecuritised Product Pricing
Daily pricing and analytics data on over 1.2 million Securitised products. Coverage includes; RMBS, CMBS, consumer ABS, CLO, illiquid securities, private placements in Europe, non-agency RMBS, agency pass through, agency CMO, consumer ABS, CMBS and CLO in the US. Our pricing process is driven by sophisticated categorisation, multi-scenario pricing processes and models and inputs that mirror widely accepted buyside and sellside techniques.
Industry Domain:

Financial Markets
Publisher:

IHS Markit
Content Type:

Structured
Access/Delivery Methods:

REST, Python, S3 Proxy, SQL
Keywords
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Data Set
Dataset Name | Dataset Description | Data Format | Publishing Frequency |
---|---|---|---|
Securitised Products Live Pricing | Intraday pricing and transparency metrics across 1400+, Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes. | Parquet | Weekday |
Securitised Products Pricing Data | Evaluated pricing and transparency metrics across Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes. | Parquet | Weekday |

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