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Structured Credit Investor — SCI PriceABS (structuredcreditinvestor.com) — Independent secondary-market pricing archive for global securitised products: BWIC (Bids Wanted In Competition) records and market colour for US and European CLO trading plus international ABS and MBS, with proprietary derived analytics — Discount Margin (DM) on floating-rate debt tranches, Yield on CLO equity tranches, and Weighted Average Life (WAL) — calculated per traded bond and archived. One million prices across 75,000+ bonds since 2012, searchable by ISIN/CUSIP/deal name and by asset type, price type, rating, c…
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Independent secondary-market pricing archive for global securitised products: BWIC (Bids Wanted In Competition) records and market colour for US and European CLO trading plus international ABS and MBS, with proprietary derived analytics — Discount Margin (DM) on floating-rate debt tranches, Yield on CLO equity tranches, and Weighted Average Life (WAL) — calculated per traded bond and archived. One million prices across 75,000+ bonds since 2012, searchable by ISIN/CUSIP/deal name and by asset type, price type, rating, currency and date range, with portfolio upload for bulk historical pricing. Two scarce layers: (1) dealer-independent DM/Yield/WAL with documented assumptions attached — dealers do not back out DMs for all tranches and never publish CLO equity yields, so this exists nowhere else; (2) an unbroken 14-year BWIC time series, effectively the only surviving record of where securitised tranches actually cleared, because BWIC flow circulated by email and was never otherwise retained.
Scale One million price observations on over 75From 14 yearsCoverage Financials
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Structured Credit Investor — SCI PriceABS (structuredcreditinvestor.com) — Independent secondary-market pricing archive for global securitised products: BWIC (Bids Wanted In Competition) records and market colour for US and European CLO trading plus international ABS and MBS, with proprietary derived analytics — Discount Margin (DM) on floating-rate debt tranches, Yield on CLO equity tranches, and Weighted Average Life (WAL) — calculated per traded bond and archived. One million prices across 75,000+ bonds since 2012, searchable by ISIN/CUSIP/deal name and by asset type, price type, rating, c…
Structuredcreditinvestor offers (Price, Alternative, Reference) — One million price observations on over 75,000 distinct bonds traded since 2012, each with derived DM / Yield / WAL analytics and documented model assumptions, plus associated market-colour text and BWIC calendar entries.
Independent price verification (IPV) and year-end valuation evidence for fund administrators, insurers and auditors; back-testing CLO/ABS valuation models against 14 years of realised auction prices; illiquidity and bid-ask-discount research on instruments with no continuous quote; fair-value model calibration and stale-mark detection; expected-loss and recovery modelling in CLO stress and downgrade scenarios; secondary-market liquidity and turnover analytics; securitised-credit risk-premium nowcasting; regulatory capital and model-risk validation support; training and evaluation data for models estimating price or risk premium on unquoted structured credit — one of the very few paired (instrument features, realised clearing price) corpora in existence.
The data is with 14 years of history.
Coverage spans US, UK; Financial Exchanges & Data; price, alternative, reference; fixed_income, structured_products, equities.
The supplier's own access route is a conversation with the supplier. Request a sample through Brickroad to start.
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