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Valitana — A normalised, API-ready structured-credit reference and analytics layer across CLO, CMBS and ABS — the hard-to-build glue between issuer/trustee reporting, deal-model engines and market colour. Components: (1) Intex-integrated deal models with intraday updates, live pricing and live tranche-level ratings; (2) normalised market data across the full CMBS and CLO security universe, explicitly marketed as API-ready for integration into client systems and models; (3) BWIC (bid wanted in competition) and dealer-message consolidation — a genuinely scarce dataset because dealer colour is c…
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A normalised, API-ready structured-credit reference and analytics layer across CLO, CMBS and ABS — the hard-to-build glue between issuer/trustee reporting, deal-model engines and market colour. Components: (1) Intex-integrated deal models with intraday updates, live pricing and live tranche-level ratings; (2) normalised market data across the full CMBS and CLO security universe, explicitly marketed as API-ready for integration into client systems and models; (3) BWIC (bid wanted in competition) and dealer-message consolidation — a genuinely scarce dataset because dealer colour is circulated by email and chat and is almost never captured as a persistent structured series; (4) property-level CMBS analytics; (5) look-through visibility into the underlying assets driving portfolio risk, spanning loans, corporate bonds and reorganisation equity; (6) the derived output layer itself — over 130,000 cashflow projections run daily, plus yields, coverage ratios and collateral composition per deal, and price/yield tables from client-encoded stress scenarios. Their distinctive mechanic is that client investment logic is encoded into the models without coding, so the platform accumulates proprietary scenario and assumption sets alongside the market data
Scale Explicitly stated: 130Coverage FinancialsAsset class Structured products · Fixed income · Equities
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Valitana — A normalised, API-ready structured-credit reference and analytics layer across CLO, CMBS and ABS — the hard-to-build glue between issuer/trustee reporting, deal-model engines and market colour. Components: (1) Intex-integrated deal models with intraday updates, live pricing and live tranche-level ratings; (2) normalised market data across the full CMBS and CLO security universe, explicitly marketed as API-ready for integration into client systems and models; (3) BWIC (bid wanted in competition) and dealer-message consolidation — a genuinely scarce dataset because dealer colour is c…
Valitana offers (Price, Reference, Fundamental, Alternative) — Explicitly stated: 130,000+ cashflow projections run daily, which alone is roughly 47 million modelled projections per year. Underneath sits normalised coverage of all CMBS and CLO securities — implying tens of thousands of deals and hundreds of thousands of tranches, each carrying intraday price, yield, rating and coverage fields — plus property-level CMBS records and a continuous parsed BWIC and dealer-message stream. Volume is large and intraday-refreshed, not a static archive.
Structured-credit relative value and portfolio surveillance; primary-market opportunity detection from BWIC flow; dealer-behaviour and liquidity research from persisted dealer messages; tranche pricing and rating-change analytics on illiquid paper; CMBS property-level and collateral-composition risk work; look-through exposure across loans, corporate bonds and reorg equity; model validation and benchmarking using the daily cashflow-projection outputs; and training or evaluation corpora for LLM agents performing structured-credit analysis, where the encoded-investment-logic scenario sets and BWIC records are the highest-value ground truth
Coverage spans US, UK; Financial Exchanges & Data; price, reference, fundamental, alternative; structured_products, fixed_income, equities.
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