Markit Launches Evaluated Prices for TruPS, ABS CDOs

The prices will bring transparency to the securitized markets


Markit already provides evaluated prices for a range of securitized products in the US and Europe, including CDOs and mortgage-backed securities. For each of these products the vendor breaks down the structure of the deal and leverages in-house data on underlying components to create price assumptions and liquidity metrics, as opposed to other Markit offerings where dealers contribute prices.

Typically, the CDO market is fairly illiquid so there is not enough information to create contributed pr

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: