2508-JH-0716: 2017-2-24123858267-SK-1216

K E Y S TAT S

8,500+ tranches priced

C U S T O M E R S

Advisers and consultantsAsset managers BanksHedge funds Fund Administrators

Markit Pricing Data – Collaterized loan obligationsSupporting price discovery, verification and risk management in CLO trading and investment.

CLO issuance in 2014 to date is over $100bn, and regulatory requirements call for more rigorous accounting obligations and an ongoing focus on price transparency. This is spurring demand for enhanced price verification, discovery and valuation tools as market participants increasingly need improved trading efficiency.

Markit offers independent and transparent pricing for more than 8,500 tranches of US and European CLOs, including equity tranches. We combine transparent methodologies with our established expertise in pricing and valuations to deliver a robust CLO pricing solution. Observable market data from multiple sources fuel our pricing models, and we provide in depth information on data inputs and assumptions used in the evaluation process to customers. Our pricing data helps drive customers’ price discovery, price verification and risk management processes.

Observable pricing dataAccess to multiple observable pricing sources, including dealer to client axe runs, bid wanted in competition information and trade color.

CoverageIntegration with our loan pricing service, which offers extensive global secondary mark to market pricing on more than 8,500 tranches of US and European CLOs, including Equity tranches.

Sophisticated methodologyCategorization techniques and models, such as Intex, employed to match standards set by the market.

System flexibilityAllows Markit evaluators to rapidly replicate the market’s established approach to valuing CLOs, which includes mirroring the latest price movement.

TransparencyDetailed information related to observed inputs and key pricing assumptions used are provided for each instrument, ensuring full transparency into price generation.

DistributionDelivery channels include FTP, Markit Portfolio Valuations and third party platforms

Dedicated supportDirect access to the evaluator team for support around methodology, pricing inputs and fully documented price challenges.

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