SRTx
The SRTx is a suite of indexes covering the EU and US regions, comprising a quantitative spread index that estimates generic SRT new-deal pricing levels based on benchmark large corporate and SME deals and a set of qualitative market sentiment indexes for volatility, liquidity and credit risk.
The objective of the index suite is to depict changes in market sentiment, the magnitude of such change and the dispersion of market opinion around volatility, liquidity and credit risk.
The indexes are surveyed on a monthly basis and recalculated on the last trading day of the month. SCI is the index licensor and the calculation agent is Mark Fontanilla & Co.
Significant Risk Transfer
SRT News & Deal Data
SCI offers breaking news, new issuer updates, interviews with key players in the SRT sector, and regulatory coverage. SCI also provides the only database of its type available: the SCI SRT database, which features more than 1000 tranches and includes data points such as Issuer, Investor, size of tranche sold, jurisdiction and type of reference pool.
The SRT database is an essential complement to SCI's SRT News coverage, alongside the SRTx
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