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Markit Bows CLO Pricing, Analytics Database

A neon sign advertising loans

UK-based data vendor Markit has created a Loan Performance Database that provides loan pricing, performance data and managed services for portfolio administration and trade settlement, to support the construction and management of collateralized loan obligations.

Using data from the vendor's loan pricing dataset of pricing and liquidity scores for more than 10 years covering 6,000 loans, as well as its transaction and reference datasets, which cover more than 12,000 loans, and streaming ratings from Moody's and Standard & Poor's, the database calculates current and historical performance and risk factors for syndicated loans, including return, yield and duration, to provide analytics to help portfolio managers identify assets that meet their criteria and to monitor market performance.

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