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FinX Capital Markets — Structured-credit valuation model library and instrument reference dataset: executable tranche-level waterfall logic for RMBS, CMBS, ABS, CLOs and CMOs with deal triggers, collateral models and reinvestment assumptions; a Security Master Database of instrument attributes; user-authored private-deal definitions (private bonds, fixed-payment loans, private MBS/RML, private CLO/ABS, unfunded commitments, OTC derivatives) captured through a structured schema; plus 19 workout conventions and 5 spread measures per workout with scenario-path outputs. Small but exceptionally de…
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Structured-credit valuation model library and instrument reference dataset: executable tranche-level waterfall logic for RMBS, CMBS, ABS, CLOs and CMOs with deal triggers, collateral models and reinvestment assumptions; a Security Master Database of instrument attributes; user-authored private-deal definitions (private bonds, fixed-payment loans, private MBS/RML, private CLO/ABS, unfunded commitments, OTC derivatives) captured through a structured schema; plus 19 workout conventions and 5 spread measures per workout with scenario-path outputs
From 4 yearsCoverage Financials · Information TechnologyAsset class Fixed income · Structured products · Derivatives
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FinX Capital Markets — Structured-credit valuation model library and instrument reference dataset: executable tranche-level waterfall logic for RMBS, CMBS, ABS, CLOs and CMOs with deal triggers, collateral models and reinvestment assumptions; a Security Master Database of instrument attributes; user-authored private-deal definitions (private bonds, fixed-payment loans, private MBS/RML, private CLO/ABS, unfunded commitments, OTC derivatives) captured through a structured schema; plus 19 workout conventions and 5 spread measures per workout with scenario-path outputs. Small but exceptionally de…
FinX Capital Markets offers (Fundamental, Reference, Alternative, Price) — Model-library scale rather than record scale: full-market structured-deal waterfall coverage across RMBS/CMBS/ABS/CLO/CMO plus a Security Master Database of instrument attributes, and est. tens of thousands of deal models including user-authored private deals (the ZIP-upload workflow implies one data model per deal).
Training finance models to reason over structured-credit cash flows and waterfall logic; generating synthetic labelled scenario datasets (prepayment/default/severity sweeps with priced outcomes) for model validation; RLHF or preference data from analyst assumption choices recorded in audit trails; retrieval and function-calling corpora for fixed-income research agents; benchmark ground-truth for independent pricing validation
The data is with 4 years of history.
Coverage spans US; Financial Exchanges & Data, IT Services; fundamental, reference, alternative, price; fixed_income, structured_products, derivatives, loans, options.
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