Independent pricing and valuation data for structured finance and fixed-income derivatives combining consensus pricing, benchmark pricing and mark-to-model techniques.
Offerings include:
A market-leading credit default swap (CDS) pricing service that includes CDS Pricing, ABCDS Pricing, Loan CDS Pricing and CDS Benchmarking; providing premium quality pricing data from credit derivative market makers.
Provides consensus pricing for CDS of asset backed securities (ABCDS) that is complemented with a benchmark service to provide a derived price for illiquid assets.
Pricing and risk analysis for synthetic CDOs using independent models and market data
