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CREDIT RISK TRANSFER ADVISORY
SUBJECT MATTER EXPERT (SME) SERVICES
INDEXES
Fixed Income
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Other
Index Administration
CRTx®
(Credit Risk Transfer Return Tracking Index)
(COMING SOON)
RSKFREx™
(Rolling Short-Term Key Funding Reference Index)
SCI/MFCo SRTx™
(Significant Risk Transfer Index)
- SRTx™ Survey Portal
- SRTx™
Survey Terms & Conditions
U.S. Treasury Indexes
(COMING SOON)
MBS Indexes
(COMING SOON)
(COMING SOON)
MYcx™
(
My C
ustom Inde
x
)
Administration Services
- Advanced Calculation Agent Platform
- Expert Index Design and Process
Optimization
- Comprehensive Testing and Validation
Program
IOSCO Principles For Financial Benchmarks
- IOSCO Adherence Statement
- Index Development and Testing
- Errors, Amendments, and Restatements
- Market Pricing and/or Data Disruption
- Feedback and Complaints Policy
THE CRTx® INDEX
INDEX HOME
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IOSCO
CRTx®
Index HOME Page
CRTx® Index Portal
(Client-O
nly Access)
MF&Co Data Portal
(Client-Only Access
)
- Index Suite Descriptions and Factsheets
-
CRTx®
Daily Return Summary Grid
I,
II,III
- Data Glossaries/Layouts/Sample Files
- CRTx® AGG Valuation Date Finder
I,
II,
III
- CRTx®
Data Glossaries/Layouts and File Samples
- Select Monthly Return Histories
- CRTx® Index Constituent Eligibility Guide
- Refinitiv/LSEG Tickers
CRTx® Index Data/Licensing Options
- Basic License
(Level
I
Access)
- Professional License
(Level
II
Access)
- Benchmark License
(Level
III
Access)
- Latest
CRTx® Rebalancing Update
I,
II,
III
- Constituent CRT Deal Structural Guide
I
I,
III
- CRT Sector Supply Metrics
II,
III
- Index Desk Reference™ (IDR) - Index Suite Risk/
Return Metrics
III
Available CRTx® Data Files:
Historical Constituent Weightings
(
II,III)
,
Daily Return Summaries
(
II,III)
, Daily & Monthly Risk/Reward Metrics (aggregate/1st level sub-indexes)
(
II,III)
, Monthly Risk/Reward Metrics (full index suite)
(
III)
, Client Custom Indexes
(
III)
CRTx® Index Evaluation Datasets
Weekly/1yr History (AGG/UMEZZ/LMEZZ/SUB)
Monthly/1yr History (AGG/UMEZZ/LMEZZ/SUB)
IOSCO Principles For Financial Benchmarks
- IOSCO Adherence Statement
- Index Development and Testing
- Errors, Amendments, and Restatements
- Market Pricing and/or Data Disruption
- Feedback and Complaints Policy
NEWS/UPDATES
ANALYTICS/DATA
U.S. Treasuries
U.S. Structured Finance
Global Credit Risk
Global Risk Transfer
Data & Analytic Suites
(COMING SOON)
MBS Configurator Cubes™
(Beta
)
(COMING SOON)
(COMING SOON)
Aggregate MBS
- FNMA 30/15yr MBS
- FHLMC 30/15yr MBS
- GNMA I & II 30
GNMA I 15yr MBS
ABS Configurator Cubes™
(Beta)
Aggregate ABS
MF&Co Data Portal
(Client-Only Access
)
Bond Lab®
Mortgage backed securities/fixed income analytic/modeling suite:
- Cashflow engine
- Prepayment model
- Option adjusted spread and risk metrics
- Complete return analytics
Portfolio Desk Reference™ (PDR)
Proprietary portfolio analytics platform for statistical attribution/decomposition analysis
Configurator Cube™
Dynamic and efficient data/analytic cohorting process and tools
MICO™ Scores
Unique proprietary quantitative measurements suite for objective risk/reward optimization analysis
ANALYTIC STORE
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