Structured Credit Investor

  Significant Risk Transfer Global SRT New Deal Issuance Market data The only database of its type available, SCI's SRT database features more than 1000 tranches and includes data points such as Issuer, Investor, size of tranche sold, jurisdiction and type of reference pool. The Significant Risk Transfer Index Introduction The SRTx™ (the Index) is a fixed income benchmark rate index that measures the estimated prevailing new-issue price spread for generic private market risk transfer transactions. The Index is comprised of two theoretical deal structures with standardised, pre-defined characteristics across the corporate and SME sectors – the two most widely utilised SRT deal types. The principle of the index is to canvas prevailing opinion on the price of such generic deals. Published by SCI [and independently administered, calculated and re-balanced monthly by MF&Co (Mark Fontanilla & Co)] the SRTx provides market participants with a benchmar...