Markit Creates Cash Flow Database For New Index


Credit data provider Markit last week rolled out a Reference Cash Flow Database to support the launch of a new index developed with CDS IndexCo, a consortium of 16 investment banks.

The ABX.HE synthetic index, which began trading last Thursday, Jan. 19, tracks home equity asset-backed securities.

The database collects payment information on underlying bonds and static information on a deal—such as any interest caps or shortfalls that would affect the value of a bond and its derivatives—from br

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