[SAMPLE] Municipal Bond Pricing & Climate Risk
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https://marketplace.databricks.com/details/035755d7-27a0-4661-bba6-21efa69eff0c/ICE-Fixed-Income-Data-Services_SAMPLE-Municipal-Bond-Pricing-&-Climate-Risk
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资源简介:
**Overview**
**ICE Evaluated Pricing*** :
Our , end-of-day evaluations for ~1 million municipal securities offer a high-quality source of pricing for your municipal bonds. Our rules-based pricing application systematically captures and incorporates market information, producing a streamlined pricing process that’s responsive to market conditions. It is overseen by our team of municipal bond evaluators with an average of 25 years of industry experience.
**Provided in the U.S. through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific*
**ICE AAA Municipal Yield Curve**** :
The ICE Municipal Yield Curve (“US Municipal AAA”, or “Curve”) is updated continuously and can be used daily to apply intraday and end-of-day market moves to most of the investment grade municipal bond universe evaluated by ICE (“ICE”). Intraday updates to the Curve support Continuous Evaluated Pricing™ (CEP™) while the end-of-day Curve is used to derive ICE’s 4pm municipal evaluations. .
***Provided in the U.S. through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific*
**ICE Physical Climate Risk for Fixed Income**:
ICE’s Climate Data applies geospatial climate, socioeconomic and demographic metrics to specific U.S. municipalities, mortgage-backed securities (MBS) pools, corporate asset locations (under development) and sovereign socioeconomic exposures (under development) and related fixed income securities. This additional level of transparency helps enable credit analysts and market participants to incorporate physical climate risk into investment decisions across fixed income.
**Description**:
This dataset comprises ~41K municipal bond securities from Texas. The dataset is from October 2 through December 6, 2023, and comprises ICE’s 4pm evaluated price, AAA municipal curve, and physical climate risk data, comprising flood, hurricane, and wildfire risk.
**Use cases**
Add use cases for the listing here.
- Time-series analysis
- Relative value analysis
- Spread analysis by UOP and issuer
- Relative climate risk by insurer
**Product details**
This dataset is housed within the `ice.market_place` schema. The schema is organized in three distinct tables:
- eod_prices_against_benchmark
- ref_data
- aaa_curve
For more details, refer to the embedded notebook.
提供机构:
ICE Fixed Income & Data Services



