Valitana

VALITANAA5 · direct accessManage supplier listing

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