Creditflowresearch

CreditFlow (CreditFlow Research) — Primary and secondary fixed income deal-and-flow data: real-time new issue announcements, BWIC levels, pricing and final deal terms across ABS, CLO, CMBS/RMBS, investment grade and high yield corporate, segmented by sector/sub-sector and region (US, EMEA, APAC, LATM); plus order-flow and market-activity records, dealer inventory/BWIC monitors, new-issue pipeline from Form 10-F/ABS-EE and 15G filings, US ABS loan-level collateral data, TRACE-derived secondary prints, underwriter and rating-agency league tables, and a proprietary CFRx index family.. Niche spec…

Creditflowresearch offers (Alternative, Price, Fundamental, Reference) — Deal-level granularity across four regions and the ABS/IG/HY complex: order of 6,000-10,000 priced deals per year in the US alone plus EMEA/APAC/LATM coverage, each with announcement-to-close lifecycle records, BWIC time series and secondary prints; the ABS loan-level layer (ABS-EE) adds millions of collateral-asset rows per securitization programme. Historical archive spans several years per region, with the newly launched European product explicitly including historical data..

Primary-market allocation and new-issue alpha modelling, new-issue-concession and flipping-strategy research, syndicate-desk and ECM/DCM league-table benchmarking, hedge-fund event-driven credit books (deal pull/upsizing signals), ABS/CLO collateral analytics and pre-pricing collateral screens, credit index construction and CFRx-style curve building, issuer funding-cost benchmarking, sell-side flow-share and mandate-win prediction, private-credit and direct-lending pricing comparables, regulatory and best-execution surveillance of primary allocations.

The data is with 10 years of history.

Coverage spans US, UK, Europe, APAC, Other, China/HK; Financial Exchanges & Data, Investment Banking & Brokerage; alternative, price, fundamental, reference; fixed_income, equities, structured_products, derivatives.