AMR Refinancings
Multi-dealer Dutch auctions
Regtech Pricing Service
Access full database of CLO securities priced in real-time and available via API
Full Universe of CLO Securities
Full-universe CLO pricing is available via API for deeper analysis and risk management modeling, complementing traditional security-level monthly pricing.
Real-Time Pricing
Intraday pricing supported by live primary and secondary market events.
Multi-Model Approach
Models combine machine learning and rules-based techniques.
Market Data Inputs
Datasets include but are not limited to:
Secondary market color
Dealers’ price talk and inventory
Primary market insights
Structural and collateral details
Loan prices
Credit ratings
Methodology
Multiple Pricing Factors
Model output is based on numerous deal and tranche characteristics, historical market dynamics, and intelligence gathered from market participants.
Income-Based Approach
Future cash flows discounted to the net present value of the security.
Pricing of Illiquid Tranches
Some CLO securities are infrequently traded. For such securities, a model-driven pricing approach is applied.