Which indicators should be tracked when analyzing a securitization or structured credit market?
Analysis should cover issuance volumes, tranche-level spreads, overcollateralization levels, collateral quality, default rates, rating migrations, secondary-market liquidity, institutional investor demand and the impact of prudential rules. Sectorious reports help banks, investors, insurers, asset managers and arrangers compare opportunities across ABS, MBS, CLOs and other structured credit portfolios.