Markit Launches Evaluated Prices for TruPS, ABS CDOs
The prices will bring transparency to the securitized markets
Markit already provides evaluated prices for a range of securitized products in the US and Europe, including CDOs and mortgage-backed securities. For each of these products the vendor breaks down the structure of the deal and leverages in-house data on underlying components to create price assumptions and liquidity metrics, as opposed to other Markit offerings where dealers contribute prices.
Typically, the CDO market is fairly illiquid so there is not enough information to create contributed
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