About The ABS Database
The ABS Database presents the initial terms of all rated asset-backed issues, mortgage-backed issues and collateralized debt obligations placed anywhere in the world. The main objective of the database, which contains more than 26,000 deals, is to identify the primary participants in each transaction. It does not include pricing and other tranche-specific information. The database captures only the terms of each issue as of its pricing date, so it doesn't reflect subsequent events, such as paydowns and rating changes.
Criteria | Deal Types | League-Table Credit | Data Fields | Sample
To be included in the ABS Database, an issue must be:
The following securitizations, however, are excluded from the ABS Database:
The ABS Database assigns each issue to one of five categories: Public ABS, Private ABS, MBS, CDOs and Non-US ABS.
In the U.S.
Outside the U.S.
The ABS Database is made up of the following fields:
Collateral codes 2:
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