Markit Expands Structured Finance Data

Markit is currently adding CMBS (commercial mortgage-backed securities) and CDO (collateralized debt obligations) contracts to its RCD Settlement Calculator, launched last year for asset-backed credit default swaps (AB CDS) which calculates swap payments based on a default or change in the underlying that might affect the swap price, and is also adapting the service to cover European and Asian contracts.

Keith Corr, a director in Markit's structured finance business, says that the calculator—

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