ASSET BACKED SECURITIES, COMMERCIAL MBS

Thomson Reuters Pricing Service (TRPS) is an independent, global evaluated pricing source covering over 2.5 million fixed income securities, derivatives and bank loans. Coverage spans all major financial markets and prices are available at multiple times daily. TRPS evaluations, which provide detailed transparency and market insight, are designed to support asset managers, custodian banks, mutual fund administrators and risk managers.

We provide evaluated pricing for ABS, RMBS and CMBS. All are individually evaluated using historical and projected prepayment speeds and loss scenarios. The methodologies are implemented using spreads obtained from market participants, trade prices and dealer quotes.

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KEY BENEFITS

EXTENSIVE GLOBAL COVERAGE

The Thomson Reuters Pricing Service provides evaluated pricing for all asset classes across all global markets.

FULL SCALE PRICING SERVICE

  • Battle-tested Terms and Conditions support our evaluations every day
  • Market color is actively monitored throughout the day and applied as appropriate to our evaluations
  • Strict validation processes are in place to monitor tolerance breaks, unchanged prices, broker quote consistency and data integrity
  • In-house and external pricing models are constantly tested to handle large volumes and extreme market conditions
  • Up-to-date market standards and procedures, coupled with our SSAE 16 certifications, offer clients trust globally

LEADING EVALUATORS

With over one hundred evaluators across the world, Thomson Reuters brings clients global coverage with local knowledge. Our professional and experienced evaluators apply consistent and transparent pricing methodologies, reflecting regulatory and accounting standards.

DELIVERY

  • Evaluations are delivered multiple times per day including standard market snapshot times
  • Extraction flexibility is available through Thomson Reuters DataScope Select and Thomson Reuters DataScope Onsite
  • Evaluated pricing delivery is available within 45 minutes of the standard market close in all regions

TRANSPARENCY

  • Transparency is offered for all evaluations and includes price recipes, corresponding market color and other relevant data. Commentary is available for issues that break tolerance thresholds
  • Direct access to an evaluator for price challenges is always available and allows clients to access additional color, clarification and validation. All challenges are addressed prior to the next day’s pricing cycle

Find Out More:

For additional information about the Thomson Reuters Pricing Service click here.