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Products and Services
 

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.

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.

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.