Blog - Building and Using Deal Charts

Learn how to track and analyze CMBS delinquency rates programmatically with verifiable data lineage. Understand credit performance metrics for commercial mortgage-backed securities.

Learn how to calculate and analyze the debt service coverage ratio DSCR programmatically for structured finance. Build verifiable risk models with clear data lineage.

Learn how defeasing a loan works in structured finance and how to programmatically track these events with verifiable data lineage for CMBS analysis.

Learn the definition of mortgage backed securities from a programmatic perspective. Understand MBS structure, data sources, and analytical workflows for structured finance.

Learn about the Fannie Mae conservatorship and its impact on agency MBS markets. Understand data lineage from regulatory filings to programmatic risk analysis.

Learn about interest rate caps in CMBS deals and how to programmatically extract and verify cap parameters from SEC filings for risk modeling.

Learn how to programmatically analyze commercial mortgage refinancing with verifiable data lineage for CMBS surveillance and risk modeling.

Learn how to programmatically analyze risk management securities with verifiable data lineage from SEC filings to actionable insights for CMBS and ABS.

Learn how to programmatically extract and analyze tenant improvement allowance data from CMBS filings for accurate risk assessment and cash flow modeling.

Learn what a CMBS is from a data-driven perspective. Understand CMBS structure, data sources, and programmatic analysis workflows for structured finance.

Learn about triple net leases in CMBS and how to programmatically identify and analyze NNN lease structures from SEC filings for risk modeling.

Learn what a yield spread is and how to programmatically calculate and analyze yield spreads from SEC filings for CMBS and ABS risk monitoring.

Learn how to programmatically track FDIC problem banks and integrate this data into structured finance risk analysis workflows for CMBS and ABS.

Learn the definition of mortgage backed securities from a programmatic perspective. Understand MBS data lineage, structure, and analytical workflows for structured finance.

Learn how defeasement of bonds works in structured finance and how to programmatically track these events with verifiable data lineage for CMBS analysis.

Learn what CMBS are and how to programmatically analyze them with verifiable data lineage. Understand Commercial Mortgage-Backed Securities from a data-driven perspective.

Learn how to programmatically link deals to 8-K event filings for structured finance analysis. Build verifiable, auditable context around securities with automated workflows.

Learn how to build verifiable commercial real estate comps with programmatic workflows. Create auditable comparable property sets with clear data lineage for CMBS analysis.

Learn how to master cap rate calculations for structured finance with verifiable data lineage. Build defensible valuations with programmatic workflows for CMBS analysis.

Learn how to calculate and analyze the CMBS delinquency rate programmatically. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically map CIK to CUSIP identifiers with Python. Build verifiable data pipelines from SEC filings to structured finance analysis with data lineage.

Learn how to implement provenance citations for AI models in structured finance. Build verifiable, auditable AI systems with traceable data lineage from SEC filings to model outputs.

Learn how to build a servicer report data extraction workflow for structured finance. Transform unstructured SEC filings into model-ready, verifiable data with programmatic pipelines.

Learn how to build a RAG system for SEC filings with provenance, enabling verifiable financial intelligence with traceable data lineage for analysts.

Learn how to use a structured-finance API for charts to visualize verifiable ABS data with programmatic access to connected data graphs for reproducible analysis.

Learn how to build LLM-optimized facts endpoints for finance with provenance-first data models, enabling verifiable and context-aware analytics for capital markets.

Learn how to build a Python CMBS surveillance dashboard with verifiable data lineage. Monitor collateral performance, delinquency trends, and loan-level triggers in real time.

Learn how human-in-the-loop data quality processes ensure verifiable, auditable data pipelines in structured finance. Bridge machine efficiency with expert judgment.

Learn how to build explainable AI outcomes in capital markets with verifiable data lineage. Transform black-box models into transparent, auditable systems for risk management.

Learn how to navigate EDGAR scraping rate limits (10 requests per second) for compliant data pipelines. Build reliable, verifiable workflows for structured finance analysis.

What is a context engine for quantitative research? Learn how context engines transform disconnected data into structured knowledge graphs for verifiable financial analysis.

Learn about debt service ratio (DSCR) in real estate and how to analyze it programmatically for CMBS. Understand data lineage from SEC filings to verifiable risk models.

Learn how to measure data lineage coverage and freshness metrics for structured finance. Understand how to build verifiable, explainable data pipelines for CMBS and ABS.

Learn how to build a verifiable CMBS issuer CIK list for programmatic analysis. Understand data lineage from SEC filings to automated surveillance and risk modeling.

Learn about the Model Context Protocol (MCP) for enterprise AI in structured finance. Understand how MCP enables secure, auditable integrations for LLM-driven workflows.

Learn how to build a knowledge graph for structured finance. Understand how to transform fragmented data from SEC filings into a connected, queryable network for CMBS and ABS analysis.

Learn about common XBRL pitfalls in ABS filings and how to fix them. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn about the ODPS standard for data products and how it enables verifiable data lineage in structured finance. Understand programmatic data packaging for CMBS and ABS.

Learn about model-in-context frameworks in finance for structured products. Understand how to build explainable, verifiable models with data lineage for CMBS and ABS.

Learn how to programmatically analyze whole business securitisation (WBS). Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn what commercial mortgage backed securities (CMBS) are and how to programmatically analyze them. Understand data lineage from SEC filings to verifiable risk models.

Learn how to programmatically download ABS remittance data in CSV format. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically map CUSIP to CIK identifiers. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically analyze ABS free-writing prospectus (FWP) filings. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically analyze CMBS geographic concentration by state. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically analyze CMBS DSCR trends. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically model auto ABS loss curves. Understand data lineage from SEC filings to verifiable risk models for structured finance professionals.

Learn how to programmatically analyze yield curve flattening and its impact on CMBS and ABS portfolios. Understand data lineage from Treasury data to verifiable risk models.

Learn how to programmatically analyze prepayment risk in MBS and ABS. Understand data lineage from SEC filings to verifiable prepayment models for structured finance professionals.

Learn how to programmatically calculate real estate net asset value (NAV) for CMBS and portfolio analysis. Understand data lineage from SEC filings to verifiable NAV calculations.

Learn how to programmatically analyze non-bank lending in structured finance. Understand data lineage from SEC filings to verifiable risk models for private credit and specialty finance.

Learn how to programmatically access and parse EDGAR 10-D filings for ABS surveillance. Build verifiable data pipelines from SEC filings to structured remittance data for risk modeling.

Learn the key differences between Conduit and SASB CMBS structures for programmatic analysis. Understand data lineage, risk modeling approaches, and verifiable workflows for structured finance professionals.

Learn how to programmatically build a CMBS maturity wall schedule from primary sources. Understand data lineage from SEC filings to verifiable maturity risk analysis for structured finance professionals.

Track CMBS delinquency trends for 2025 with programmatic analysis of remittance data. Understand data lineage from SEC filings to actionable insights for risk modeling.

Learn how to build a defensible cap rate pro forma for CMBS and CRE CLO underwriting. Understand data lineage from property financials to forward-looking valuations with verifiable assumptions.

Learn how to programmatically track Auto ABS 30/60/90 delinquencies from SEC 10-D filings. Extract and analyze delinquency metrics with verifiable data lineage for credit surveillance.

Trace the data lineage of Tap Rock Resources from private entity to M&A exit. Learn how to programmatically link SEC filings, debt instruments, and corporate events for verifiable analysis.

Trace BlackRock's commercial real estate exposure from 13F filings to CMBS loan tapes. Learn how to programmatically link equity holdings to underlying debt for precise risk modeling.

Analyze Apollo Commercial Real Estate Finance (ARI) programmatically using SEC filings. Learn how to track loan origination to securitization with verifiable data lineage.

Learn what CMBS are from a data lineage perspective. Understand how to source, parse, and link CMBS data programmatically from EDGAR filings to verifiable insights.

Learn how to analyze the SoFi credit rating for ABS surveillance. Understand data lineage, disambiguate borrower vs corporate vs tranche ratings, and build verifiable risk models.

Learn how to analyze priority income funds programmatically. Understand waterfall structures, SEC filings, and how to build verifiable risk models for fund analysis.

Learn how to programmatically analyze New Residential Investment Corp (Rithm Capital). Understand data lineage, SEC filings, and how to link CIKs to RMBS deals for risk monitoring.

Learn how to programmatically analyze the Mercury Insurance Group rating. Understand data lineage, SEC filings, and how to build verifiable risk models for insurance counterparty analysis.

Learn how to programmatically analyze the Amazon credit rating. Understand data lineage, SEC filings, and how to build verifiable risk models using credit ratings.

Learn how to programmatically analyze US bank credit ratings for structured finance. Understand data lineage, entity linking, and integration with counterparty risk models.

Learn how to find owners of commercial property using a data lineage approach. Trace ownership through SPVs, LLCs, and trusts for CMBS risk modeling and counterparty analysis.

Learn what tenant improvements are in commercial real estate and CMBS. Understand TI allowances, their impact on NOI, and how to programmatically analyze them from lease agreements and filings.

Learn what C&I loans are in structured finance. Understand commercial & industrial loans, their role in CLOs, and how to programmatically analyze them with data lineage.

Learn how to cite SEC filings correctly for reproducible financial analysis. Master CIK, Accession Numbers, and File Numbers to build verifiable data lineage.

Learn how to programmatically analyze a flattening yield curve for structured finance. Monitor Treasury spreads, link macro signals to deal-level data, and build reproducible workflows.

Accessing a reliable BDC holdings dataset download is critical for structured-finance analysis. Learn how to source, structure, and analyze BDC portfolio data programmatically.

Learn how defeasance works in real estate, including the process, costs, key parties, and strategic considerations for CMBS loan prepayment.

Learn what capitalization rate means in real estate, how to calculate cap rates, and how this key metric helps investors evaluate property investments.

Master the debt service coverage ratio (DSCR) in real estate with this comprehensive guide covering calculation, benchmarks, underwriting, and stress testing.

Understand the key differences between CDOs and CLOs, including collateral quality, structure, risk profiles, and performance history in structured finance.

Master the cap rate formula in real estate with this analytical guide covering NOI calculation, property valuation, interpretation, and advanced applications.

Learn how to purchase mortgage-backed securities with this comprehensive guide covering market access, screening, due diligence, execution, and portfolio monitoring.

Explore 8 asset backed securities examples with detailed analysis of MBS, CDOs, auto loans, credit cards, student loans, equipment financing, and more.

What is a commercial mortgage-backed security (CMBS)? Learn how CMBS work, their structure, lifecycle, and key risks for investors in this comprehensive guide.

What is a business development company (BDC)? Learn how BDCs work, their investment structure, regulatory framework, and key risks for investors.

What is a tranche in finance? Learn how tranches work, their role in structured finance, and how risk is allocated across senior, mezzanine, and junior tranches.

What is a special purpose vehicle and why do SPVs matter? Explore how SPVs work, their uses, and the key risks in one clear guide.

Discover our new AI-powered tool for analyzing technology sector exposure in CMBS deals with instant insights and risk assessment.

Master the art of asking chatbots precise questions about CMBS and ABS deals. Unlock actionable insights with metadata-driven strategies.

Transform your existing charts into new formats to meet different needs.

Count.co canvas looking for references to FIGIs in SEC.gov EDGAR filings.

Discover the reasons behind and the process of creating the CMBS Collateral Distribution Chart.

Understand the creation and purpose of the ABS Delinquencies Chart.

Understand the creation and purpose of the CMBS Geographic Distribution Charts.

Learn how to modify chart colors to highlight key data points and improve readability.

Learn how to change font types, sizes, and styles to create a professional and cohesive look.

Discover the reasons behind and the process of creating the ABS FICO Distribution Chart.

Discover the reasons behind and the process of creating the ABS Loan Term Distribution Chart.

Learn how to customize chart legends to make your data more understandable and visually appealing.

Learn how to break down complex data into simpler, more digestible visualizations.

Learn how to emphasize key data points in your charts to draw attention to the most important information.

Learn how to apply gradients and solid colors to enhance the visual appeal of your charts.

Learn how to ensure all your charts follow a consistent style guide for professional presentations.