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ELICIENT.COMManage supplier listing
Elicient — Loan-level panel of every public US auto ABS transaction: per-contract credit attributes and monthly performance, normalized across Reg AB II prospectus data-collecting files and servicer remittance reports, with the ability to re-stratify by custom FICO / PTI buckets and attribute remittance losses back to individual loans.. Boutique specialist: ~1-10 people in New York capital markets, but the dataset itself is market-wide — every public US auto ABS deal at loan level. Small headcount, institutionally-relevant coverage.. Use cases: Auto ABS bond selection and relative-value strat…
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Loan-level panel of every public US auto ABS transaction: per-contract credit attributes and monthly performance, normalized across Reg AB II prospectus data-collecting files and servicer remittance reports, with the ability to re-stratify by custom FICO / PTI buckets and attribute remittance losses back to individual loans.
Scale millions of loan recordsFrom 7 yearsFormat Tabular
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Elicient — Loan-level panel of every public US auto ABS transaction: per-contract credit attributes and monthly performance, normalized across Reg AB II prospectus data-collecting files and servicer remittance reports, with the ability to re-stratify by custom FICO / PTI buckets and attribute remittance losses back to individual loans.. Boutique specialist: ~1-10 people in New York capital markets, but the dataset itself is market-wide — every public US auto ABS deal at loan level. Small headcount, institutionally-relevant coverage.. Use cases: Auto ABS bond selection and relative-value strat…
Elicient offers (Alternative, Fundamental, Price) — millions of loan records — 'Millions of loans from all public auto ABS deals' per the site; a full US auto ABS universe is roughly 15-25 million contracts plus monthly remittance updates across several thousand deals.
Auto ABS bond selection and relative-value stratification; credit-model training and validation for auto lenders (the page's co-borrower effect is exactly this); forward-loss and vintage-curve modelling; surveillance and early-warning on held paper; replication and stress-testing of rating-agency loss assumptions; recovery-rate and extension assumption calibration.
The data is with 7 years of history.
Coverage spans US; Financial Exchanges & Data, Consumer Finance; alternative, fundamental, price; fixed_income, equities, structured_products.
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