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

Thomson Reuters Expands Fixed Income Valuation Offering with New CLO Pricing Capability

Subscribe to our newsletter

Thomson Reuters announced today the launch of a new Collateralised Loan Obligation (CLO) evaluated pricing service, delivered via DataScope Select, its strategic distribution platform for non-streaming global content and pricing. This new pricing capability will provide end-of-day valuations for global cash CLOs, including both broadly syndicated and middle market deals, and give investors greater transparency and the regulatory foresight necessary for these products.

The revival of CLOs has been highlighted by the recent growth of new issuance in this space, with over $6 billion of newly issued deals introduced since last year. Market estimations predict $10-20 billion of new issuance by the end of this year and a potential doubling in 2012. Additionally, the secondary market for CLOs has seen an increase in trading activity, as fixed income investors are seeing relatively high returns in this space. This expanding investor demand for CLO products is driving the need for third party pricing vendors to provide high quality evaluated pricing.

Thomson Reuters new CLO pricing capability offers a cost-effective solution for capturing pricing information and delivering a depth of analysis not previously available in the market. The solution fully unpacks the assets underlying an individual CLO such as prepays, defaults and recoveries, in a more granular approach to credit assumptions. Particular emphasis is placed on the breakout and analysis of CCC rated loans, defaulted loans, second liens, covenant lite loans, bonds and any structured product assets in the deals.

Jayme Fagas, head of Evaluated Pricing, Thomson Reuters, said: “The past 12 months have witnessed a transformation in the CLO market. Products have been made simpler with higher-quality assets and more investor protection, making them an increasingly attractive investment. In a niche data market that is characterised by a small number of players, Thomson Reuters is differentiated in providing truly unique loan-level and structural analysis. And by leveraging the same delivery infrastructure that supports its broader global Portfolio Valuation Solution, Thomson Reuters can also drive down the cost of pricing CLO tranches.”

The pricing capability utilises Thomson Reuters LPC loan pricing platform to calculate and assess the Weighted Average Price of each CLO’s portfolio of assets. It also incorporates Moody’s Analytics CDONet Library, a comprehensive global CLO deal library that covers close to 100% of the market. This launch builds upon the already extensive fixed income content available via Thomson Reuters Portfolio Valuation Solution, which includes independent, accurate and timely pricing for more than 2.5 million instruments.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

4 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and...

BLOG

Challenges of the New Regulatory Landscape: Data Management Summit London Preview

The regulatory landscape for financial institutions has rarely been in greater flux than now, placing new challenges on the technology and data that will be critical to satisfying the requirements of overseers. While digital innovations are offering organisations the opportunity to meet their compliance obligations with greater accuracy and efficiency, they are also encouraging regulators...

EVENT

AI in Capital Markets Summit London

The AI in Capital Markets Summit will explore current and emerging trends in AI, the potential of Generative AI and LLMs and how AI can be applied for efficiencies and business value across a number of use cases, in the front and back office of financial institutions. The agenda will explore the risks and challenges of adopting AI and the foundational technologies and data management capabilities that underpin successful deployment.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...