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Securitised Product Pricing

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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

  • PVR
  • ISIN
  • CUSIP
  • ISSUER
  • SECTOR
  • COUPON
  • YIELD
  • PREPAYMENT TYPE
  • BID PRICE
  • MID PRICE
  • ASK PRICE
  • BID DISCOUNT MARGIN
  • ASK DISCOUNT MARGIN
  • MID DISCOUNT MARGIN
  • DEAL NAME
  • CURRENCY
  • YIELD TO MATURITY
Interested in this data? Download free data samples, dictionaries and documentation

Data Set

Dataset NameDataset DescriptionData FormatPublishing Frequency
Securitised Products Live PricingIntraday pricing and transparency metrics across 1400+, Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes.ParquetWeekday
Securitised Products Pricing DataEvaluated pricing and transparency metrics across Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes.ParquetWeekday
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