About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

S&P Further Enhances ABSXchange Loan Analytics Platform

Subscribe to our newsletter

Following enhancements made to ABSXchange, S&P’s structured finance and whole loan analytics platform, European ABS market participants will be able to perform more robust analysis of structured finance and whole loan transactions.

The latest release of ABSXchange introduces a series of enhancements to the platform’s portfolio analysis capabilities and a new collateral analytics module which will allow users to edit deal collateral within existing securitised transactions or upload custom securitised or un-securitised (whole loan) pools. The module will also facilitate pool stratification and loan level valuations. Meanwhile, a series of workflow improvements have been made to benefit end-users, including the ability to stress triggers in the portfolio analytics module.

ABSXchange continues to expand its coverage of the EMEA ABS, RMBS, CMBS and CLO universe, and Australian RMBS, with over 200 new cash flow models added in 2010, including pre-issuance models for the growing number of new EMEA deals.

ABSXchange allows users, including ABS portfolio managers, risk managers, researchers, traders and credit analysts to evaluate performance data from across the universe of publicly rated, securitised credits, to project deal cash flows and to monitor their portfolios.

David Pagliaro, director, Valuation and Risk Strategies, says: “The introduction of a powerful collateral analytics module to ABSXchange demonstrates Standard & Poor’s commitment to support growing demands for the ability to analyse loan level data in the securitised and whole loan markets. The new module will allow users to perform statistical and time series analysis and run cashflow projections on a pool of individual loans, providing a more accurate picture of the value of the underlying collateral.”

ABSXchange is part of S&P’s Valuation and Risk Strategies division, which operates separately from the ratings business and provides market intelligence and analytics for risk driven investment analysis.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Unpacking Stablecoin Challenges for Financial Institutions

The stablecoin market is experiencing unprecedented growth, driven by emerging regulatory clarity, technological maturity, and rising global demand for a faster, more secure financial infrastructure. But with opportunity comes complexity, and a host of challenges that financial institutions need to address before they can unlock the promise of a more streamlined financial transaction ecosystem. These...

BLOG

Arcesium Warns of Data Crunch as US Pension Funds Boost Private Market Bets

Blackstone’s launch of a business unit dedicated to the creation of products that give US pension funds access to private markets has raised the data challenge for many established investment managers. Blackstone is seeking to win pension trustees over to an investment space they had traditionally been wary of or have been restricted from entering...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Dealing with Reality – How to Ensure Data Quality in the Changing Entity Identifier Landscape

“The Global LEI will be a marathon, not a sprint” is a phrase heard more than once during our series of Hot Topic webinars that’s charted the emergence of a standard identifier for entity data. Doubtless, it will be heard again. But if we’re not exactly sprinting, we are moving pretty swiftly. Every time I...