About a-team Marketing Services
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: The Data Office at a Crossroads — AI Governance, Organisational Design, and the Evolving Mandate of the CDO

Who owns AI governance in a capital markets firm – and is the Data Office structured to bear that weight? These questions sit at the heart of A-Team Research’s latest findings, presented here for the first time: the combined results of two landmark surveys examining the role of the Data Office in AI governance and...

BLOG

12 Leading Providers of Semantic Layers in Modern Capital Markets Data Stacks

Reconciling fragmented financial data across disparate trading systems, risk engines and regulatory reporting pipelines is a challenge that frequently results in conflicting analytical outputs, costly reconciliation cycles, and elevated operational risk under frameworks like BCBS 239 and FRTB. The enterprise response has been a move away from continuous database consolidations towards centralised semantic layers. Positioned...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...