Markit has launched a daily consensus spread service for CDS of ABS. CDS of ABS, also known as ABCDS, are credit default swaps referencing asset-backed securities. Markit’s CDS of ABS spread service receives daily feeds from market makers’ books of record. Spreads are cleaned and validated overnight before publication the following morning. Clients of the service can view and analyse spread changes over a day, week or month and sort data by rating, issuer, sector or region. The service covers the two largest asset classes: Residential Mortgage Backed Securities (RMBS) and Commercial Mortgage Backed Securities (CMBS). Additional instruments such as CDS referencing collateralised debt obligations, student loans, auto loans and credit cards will be added to Markit’s CDS of ABS spread service according to demand.
A-Team Insight Blogs
Upcoming Webinar: Entity identification and client lifecycle management – How financial institutions can drive $4 billion in cost savings
Date: 21 January 2021 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes A new model in Legal Entity Identifier (LEI) issuance has created significant opportunities for financial institutions to capitalise on their KYC and AML due diligence. By becoming Validation Agents and obtaining LEIs on behalf of their clients, financial institutions...
A-Team Group has announced the winners of its prestigious Data Management Insight Awards 2020. The annual awards, now in their eighth year, recognise leading providers of data management solutions, services and consultancy to capital markets participants. The award winners were announced online across categories ranging from best sell-side and buy-side data management platforms to best...
The RegTech Summit Virtual is a global online event that will be held in May 2021 with an exceptional guest speaker line up of RegTech practitioners, regulators, start-ups and solution providers to collaborate and discuss innovative and effective approaches for building a better regulatory environment.
Welcome to A-Team Group’s best read handbook, the Regulatory Data Handbook, which is now in its seventh edition and continues to grow in terms of the number of regulations covered, the detail of each regulation and the impact that all the rules and regulations will have on data and data management at your institution. This...