Amid a backdrop of elevated interest rates and macroeconomic uncertainty, fixed-income structured products have emerged as a cornerstone of institutional and retail portfolios. CLOs, ABS, CMBS, and RMBS are delivering robust issuance volumes, attractive yields, and defensive characteristics in 2025.
Understanding dealer inventory in the CLO market is increasingly essential for fixed income professionals looking to enhance secondary trading strategies, improve pricing decisions, and evaluate liquidity.
BWIC data (or Bids Wanted in Competition data) plays a central role in how fixed income traders price and source illiquid securities.
Explore how SOLVE’s predictive AI model delivers real-time bond pricing, adapts to volatility, and unlocks new alpha opportunities in the muni market.
Private credit, and how public BDC data is evolving from a regulatory requirement into a valuable source of real-time insight that’s helping credit professionals make faster, smarter decisions.
Solve data used to analyze how policy shifts are driving up borrowing costs for colleges
Our weekly newsletter presents key trends derived from observable Municipal Bond pricing data over a weekly period.
Our weekly newsletter presents key trends derived from observable Corporate Bond pricing data over a weekly period.
Our weekly newsletter presents key trends derived from observable Corporate Bond pricing data over a weekly period.
Our weekly newsletter presents key trends derived from observable Syndicated Bank Loan pricing data over a weekly period.
