Excel to EMMA, EMMA to Bloomberg, Bloomberg to your sizing tool, and back to Excel. Rates move ten basis points, the ask lands to re-run twenty clients by this afternoon, and the loop starts over — with everyone hoping the file they opened is the most recent one.
We monitor a big heavy Excel spreadsheet, then go to Bloomberg, check SLGS rates, and then do the run.
The real record of a client relationship is a folder on the G drive and a debt map in Excel. An analyst opens a client file, finds a thousand different runs, and has no way to tell what was last sent or why.
There are more issuers to cover than there are hours to cover them. Opportunities surface late or get found first by someone else, senior people spend afternoons rebuilding runs instead of talking to clients, and your own book is exposed to the same screening everyone else is running.
Oftentimes it’s the last person in with the idea — or in some cases the first person. The faster you can get there, that sometimes yields benefit.
Screen every issuer you cover before the morning call, size the structure while the idea is still fresh, and walk into the meeting with the client’s actual outstanding debt in front of you. Desks, sector groups, and regional teams each get their own workspace.
Serve every client from one profile your whole firm can see — debt schedules, refunding lineage, private placements, and the analysis you last sent. Every day’s run is saved, so any recommendation you made can be recreated exactly as it was.
Every municipal security in one continuously current database, and living datasets built on top of it — any slice of the market, tracked against daily curves and rates.
Automated screening across any dataset or client, re-run every morning as SLGS post and curves update. Candidates surface by savings threshold, call window, or structure, with no manual input.
A living profile for every client — public market data, your firm’s documents, deal history, and proprietary overlays in one place your whole team can see.
Size new money and refundings against the client’s actual outstanding debt, with scenarios side by side — multi-project funds, escrows, and allocations included.
A great analyst knows the market, the client’s history, and your firm’s own files—with a model to run the numbers, all held at once. Marty has all four, because at Monetary those pieces were never separate.
What Marty does:
Full reference data coverage for all obligors — and materially deeper, verified data for the over 2,000 issuers who run their actual debt, cash, and investments on Monetary TMS. Actuals rather than estimates, refreshed daily. Where an issuer permissions it, you work from their live position.
Six years building for public-sector finance. SOC 2 Type 1 & 2. A company that already speaks debt service, allocations, refunding lineage, and call structures — so the edge cases you live with, from VRDOs to SRF loans, are already mapped.
Regional desks, sector groups, and advisory practices each get their own workspace, with the datasets, monitors, and client profiles that team actually covers. What one desk builds is available to it, and visible to the firm where you want it to be.
The more your firm loads, the better its own analyst gets, and only its own. Firm data stays in your instance — never pooled with another firm’s, never resold, never folded back into reference data.
We’ll set the monitor on the states and sectors your team covers, size a deal you just priced, and put Marty against your own client list.
