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

A-Team Insight Blogs

S&P Valuation and Risk Strategies Expands Cross Asset Class Price Evaluation Research Capabilities on its Global Credit Portal

Subscribe to our newsletter

S&P Valuation and Risk Strategies, an independent and analytically separate business unit within Standard & Poor’s that provides users with market intelligence and analytic insight for risk-driven investment analysis, in an effort to provide easily accessible information has added a number of enhancements to Valuations on the Global Credit Portal.

The new enhancements will make it easier for customers to gain a better perspective on how we interpret yield changes in some of the markets around the world. These enhancements include expanded yield curve data that incorporates Valuations and Risk Strategies interpretation of market changes across US, Europe and Asia. Another new feature enables terms and conditions data users to have a direct link to both the EMMA and EDGAR databases for official statements and secondary market disclosures.

Improvements have also been made to the Global Credit Portal’s structured finance advanced search capabilities by adding the ability to search using residential mortgage-backed securities and whole business securitisations as the asset class designation. Another major enhancement is the ability to download current pricing files using either a list of identifiers across asset classes or by using the advanced search function. Historical pricing files can also be downloaded from a single identifier or from a list of identifiers across asset classes for a single date or range of dates.

“Investors want more information, in an easy-to-use format available across multiple asset classes,” said Frank Ciccotto, senior vice president, S&P Valuation and Risk Strategies. “By increasing the information displayed around our evaluations and improving the access to underlying research, we are helping customers improve price defensibility and transparency.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Generative and Agentic AI in Financial Markets: What the Data Really Shows

Artificial intelligence is reshaping financial markets – but the reality on the ground is more nuanced, more uneven, and more instructive than the headlines suggest. A new A-Team Insight research programme, drawing on responses from senior AI decision-makers at buy-side and sell-side institutions across the USA, UK and Canada, reveals a market in transition: from...

BLOG

12 Leading Vendors Operationalising AI & ML with Robust Data Pipelines

The transition of artificial intelligence and machine learning (ML) models from experimental sandboxes to production environments remains a persistent operational friction point. While quantitative researchers and data scientists can often demonstrate alpha in isolated backtesting environments, the institutionalisation of these models requires a level of data pipeline robustness, latency control and regulatory auditability that research...

EVENT

TEST Event page 2

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and 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...