Overview

The structured products market — spanning ABS, CLOs, MBS, and other securitized assets — is vast and complex. Pricing data is fragmented across dealers, trading desks, and investor communications, making it difficult to track levels or benchmark fair value. Liquidity is uneven, transparency is limited, and data often arrives in inconsistent formats.

SOLVE brings clarity. By aggregating quotes across market participants and applying AI-driven parsing, SOLVE delivers the most complete dataset of structured product quotes and predictive prices. Market participants gain a transparent view of pre-trade activity and valuations across a highly opaque asset class.

SOLVE OVERVIEW FACT SHEET

SOLVE powers today’s fixed income markets with intelligence and clarity.

View SOLVE Overview Fact Sheet

Data Insights

  • Unstructured Message Parsing – SOLVE’s AI/NLP turns dealer runs and messages into structured, comparable data.
  • Breadth of Coverage – ABS, CLOs, MBS, and other structured products across regions and issuers.
  • Predictive Trade Pricing – Px models trained on historical and real-time data to support price transparency across illiquid and complex securities.
  • Standardized Formats – Quotes normalized for consistent benchmarking across counterparties.
  • Historical Context – Access to years of data for back-testing, stress testing, and trend analysis.

Coverage

  • 150,000+

    Structured Products

    Comprehensive coverage across ABS, CLOs, MBS, and related securitized instruments.

  • 20,000+

    Daily Securities Quoted

    readth of active instruments tracked each day.

  • 120,000+

    Predictive Prices (Px)

    AI-driven price estimates to support transparency in thinly traded securities.

  • Cross-Asset Linkages

    Integration with corporate bonds, loans, and CDS to provide a complete credit view.

  • Global Scope

    Coverage across North America, Europe, and emerging markets.

Solutions

SOLVE’S STRUCTURED PRODUCTS COVERAGE POWERS:

  • SOLVE Quotes

    Gain pre-trade transparency across asset-backed securities (ABS), collateralized loan obligations (CLOs), and mortgage-backed securities (MBS). SOLVE aggregates, normalizes, and structures quotes from dealers and market contributors — providing visibility into bid/ask spreads, market depth, and liquidity signals across the structured credit spectrum. Users can benchmark levels, identify relative value, and validate pricing for complex instruments in real time.

  • SOLVE Px

    Access predictive trade pricing for structured products with AI- and machine learning-driven models. SOLVE Px continuously refines accuracy using historical trade and quote data, helping investors and risk teams estimate fair value across less liquid and bespoke tranches. The model delivers confidence scores (1–10) and peer-level benchmarking, enabling defensible marks and valuation consistency across ABS, CLO, and MBS portfolios.

  • Integration & Delivery

    Access structured product data through API, Excel Add-In, FIX, or FTP for seamless integration into trading, pricing, and risk workflows. SOLVE’s structured data can be delivered in real time or scheduled intervals, supporting automated valuation updates, regulatory reporting, and portfolio monitoring.

Structured Products