Mortgage-backed securities (MBS)
Messy MBSs? Startup uses deep learning to predict mortgage-backed securities markets
As interest rates rise and house prices fall after a steady period of the opposite dynamic, investors are looking for more accurate ways to price these factors into the value of mortgage-backed securities.
Fincad Preps New Functionality; Ups Buy-Side, Asia Focus
Fincad's F3 analytics platform now includes more data and tools to support MBS valuations.
Tradeweb Completes First On-SEF MBS versus Swap Packaged Trade
Trade executed before no-action relief expires tomorrow.
CenturyLink Taps Cognilytics Buy for Financial Big Data Analytics Vertical
CenturyLink will ultimately make the analytics tools available as a managed service in its cloud infrastructure.
Moody's Analytics Completes First Phase of Lewtan Integration, Plots Future Roadmap
Data and software provider Moody's Analytics, has completed the first stage of onboarding assets from Waltham, Mass. -based structured finance analytical tools and market data provider Lewtan Technologies into its Structured Finance Portal, after parent…
S&P Pays $1.375Bn to Settle Ratings ‘Fraud' Case
Under settlement, vendor admits giving high ratings to risky RMBS issues.
1010 Says 10-4 to ‘Easy-to-Use' Analysis Interface
1010Data, a New York-based provider of Big Data analytics tools for fixed income and other markets, has released a new interface to its database, to allow bond traders to more easily perform loan-level analysis on mortgage-backed securities, in addition…
IDC Expands Real-Time Bond Evaluated Pricing Service
Interactive Data has expanded its continuous fixed income evaluated pricing service to provide users with real-time evaluated prices for US Treasury, agency and corporate bonds, TBA mortgage-backed securities, and mortgage-backed securities pass-through…
1010data Gets Euro ABS, MBS Deals Data
Big Data analytics provider 1010data has added pool and loan-level European asset-backed and mortgage-backed securities to its database, via a partnership with European DataWarehouse, the European central repository for loan-level ABS data.
China's ICBC Taps Helix For Repo, MBS Processing
Industrial and Commercial Bank of China (ICBC), the world's largest by total assets and market capitalization, will implement HelixRepo for its fixed income financing business and HelixMBS to automate allocation of mortgage-backed securities (MBS) pools…
Morningstar Puts CMBS Ratings on Bloomberg Terminals
Chicago-based data and investment research provider Morningstar's credit ratings arm has begun providing commercial mortgage-backed securities ratings via Bloomberg's Professional terminal, to meet growing investor demand for broader distribution of its…
1010 Says 10-4 to Fannie Loan Data
Big Data analytics and database provider 1010Data has aggregated Fannie Mae loan-level credit performance data for fixed-rate single family mortgages purchased by Fannie Mae over the past 13 years into two tables as an ongoing time-series dataset that…
TR Bows Canadian MBS Pricing
Thomson Reuters has launched an evaluated pricing service for Canadian mortgage-backed securities as part of its Thomson Reuters Pricing Service that prices 2.5 million global fixed income securities, derivatives and loans daily, to help clients assess…
Empirasign Expands Agency Mortgage Data
New York-based Empirasign Strategies, a provider of dealer offerings and “trade color” for mortgage and asset-backed securities, has expanded its database with the addition of data on Agency Fixed Rate Specified Offerings, to complete its coverage of…
FTN Financial Implements HelixRepo, HelixMBS
Part of First Tennessee National Bank based in Memphis, FTN Financial Capital Markets will use HelixRepo and HelixMBS to track fixed-income financing and automate allocation of its mortgage-backed securities (MBSs) pools, respectively.
Principia Tweaks Platform for US Regulatory Support
Principia Partners, the Manhattan-based provider of buy-side and sell-side trading and risk management technology, has unveiled Version 6.8 of its Structured Finance Platform, which features enhancements aimed at addressing the US Basel 2.5 Market Risk…
