RatingsXpress®: Structured Finance Performance
收藏Snowflake2025-07-17 更新2025-07-18 收录
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资源简介：
The Structured Finance (SF) Performance dataset provides comprehensive monitoring & performance metrics for structured credit instruments such as Asset-backed Securities (ABS) and Collateralized Loan Obligations (CLO) enabling market participants to assess risk, and benchmark performance.
With this dataset, users can access S&P Global Ratings’ view of CLO collateral credit quality, a critical insight frequently sought by investors and arrangers. It also enables the analysis of differing investment styles across asset managers, helping firms understand portfolio management strategies. Additionally, the dataset supports a review of the characteristics and outcomes of stress tests performed on structured finance deals, aiding in scenario analysis and resilience evaluation. Organizations can leverage the dataset to develop back-testing models and conduct risk management benchmarks. Finally, it facilitates a deeper assessment of the creditworthiness of underlying assets, an evaluation of structural features, and an estimation of the likelihood of default or loss.
This dataset includes:
- Performance data, monitor metrics and generated metrics covering: 1800+ CLO deals and 14,000+ tranches, 2500+ ABS deals and 13,000+ tranches
- Key point-in-time metrics such as default rates, delinquency rates, collateral performance, trustee reported test and prepayment data across various asset classes.
提供机构：
S&P Global Market Intelligence
创建时间：
2025-07-17
原始信息汇总
RatingsXpress®: Structured Finance Performance 数据集概述
数据集简介
- 提供方: S&P Global Market Intelligence
- 数据集名称: RatingsXpress®: Structured Finance Performance
- 主要功能: 提供结构化信用工具（如资产支持证券ABS和抵押贷款债务CLO）的全面监控和性能指标，帮助市场参与者评估风险和基准性能。
数据集内容
- 覆盖范围:
- 1800+ CLO交易和14,000+档
- 2500+ ABS交易和13,000+档
- 关键指标:
- 违约率
- 拖欠率
- 抵押品表现
- 受托人报告的测试数据
- 预付数据
业务需求
风险分析
- 提供历史违约、拖欠和抵押品表现数据，支持信用质量、结构弹性和违约可能性的评估。
市场分析
- 提供交易表现、资产管理策略和结构特征的洞察，支持ABS和CLO市场的比较和趋势评估。
定量分析
- 提供详细的时间序列指标，支持建模、预测和性能基准测试。
技术细节
- 更新频率: 每日
- 地理覆盖范围: 全球（按国家）
- 云区域可用性（AWS）:
- 亚太（新加坡）
- 亚太（悉尼）
- 亚太（东京）
- 加拿大（中部）
- 其他12个区域
联系方式
- 销售: SnowflakeMarketplace@spglobal.com
- 支持: SnowflakeMarketplace@spglobal.com
相关数据集
- S&P Capital IQ Financials
- Economic Data
- S&P Global ESG Scores
- GICS®
- SNL Depository Rates
- S&P Dow Jones Indices via Xpressfeed
类别
- 金融
- 市场分析
- 定量分析
- 风险分析
