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SQX Alts — Regulatory-and-structure alt-credit research corpus: dated reporting on regulator determinations and their market consequences, decomposed into structure-level attributes — collateral inventory (buildings, data halls, land, power/cooling/network, service and colocation contracts, insurance), payment-source classification (operating cash flow vs self-liquidating financial assets), recourse terms, and typical deal parameters (loan-to-value ~70% at issuance, 30% equity, master-trust addition/submutation mechanics, five-year anticipated notes against 25-30 year final maturities) — plus…
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Regulatory-and-structure alt-credit research corpus: dated reporting on regulator determinations and their market consequences, decomposed into structure-level attributes — collateral inventory (buildings, data halls, land, power/cooling/network, service and colocation contracts, insurance), payment-source classification (operating cash flow vs self-liquidating financial assets), recourse terms, and typical deal parameters (loan-to-value ~70% at issuance, 30% equity, master-trust addition/submutation mechanics, five-year anticipated notes against 25-30 year final maturities) — plus cumulative market-issuance totals
Scale Low absolute volumeFrom 3 yearsCoverage Financials · Communication Services
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SQX Alts — Regulatory-and-structure alt-credit research corpus: dated reporting on regulator determinations and their market consequences, decomposed into structure-level attributes — collateral inventory (buildings, data halls, land, power/cooling/network, service and colocation contracts, insurance), payment-source classification (operating cash flow vs self-liquidating financial assets), recourse terms, and typical deal parameters (loan-to-value ~70% at issuance, 30% equity, master-trust addition/submutation mechanics, five-year anticipated notes against 25-30 year final maturities) — plus…
SQX Alts offers (Alternative, Reference, Sentiment) — Low absolute volume, high density — est. 1-3 deep pieces/week, i.e. est. 100-300 articles/year, each encoding one or more dated regulatory or structural determinations with attribute sets.
Grounding corpus for regulatory-analysis agents answering instrument-classification questions; training legal/finance models to classify securitisation structures against statutory definitions; construction of a securitisation-regulatory timeline feature (which rule applies to which structure, from when); structuring-comparables and covenant/retention screening for digital-infrastructure debt; validation data for models that must distinguish operating-cash-flow from asset-backed collateral
The data is with 3 years of history.
Coverage spans US; Financial Exchanges & Data, Publishing & Periodicals; alternative, reference, sentiment; fixed_income, structured_products, loans.
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