July 2006
ABS pricing: The battle for pricing transparency
Standard & Poor’s new evaluated pricing service joins an increasingly crowded field in the race to improve price transparency in European ABS.
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“Is a trader marking the whole of his inventory every day?”
Peter Jones, S&P |
Investors in European ABS and MBS have another evaluated pricing service to add to the array of new products on offer following Standard & Poor’s recent launch of its Securities Valuation Service. The new product is the result of a tie-up with ABSxchange, an ABS portal developed by ex-S&P European head Kurt Sampson and US-based software firm Imake Consulting. ABSxchange taps into the S&P European database to provide advanced analytics and modelling. S&P’s valuation service currently prices more than 2,300 deals in Europe and 1.1 million tranches in the US across the capital structure from triple-A to sub-investment grade. Evaluated pricing is also on offer for US securitized debt via FT Interactive.
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