Rates move ten basis points and the ask comes in: re-run twenty clients by this afternoon. So you update the debt book in Excel, check EMMA for anything new, cross-check it against Bloomberg, then load it into your sizing tool — and hope the file you’re working from is the most recent one. Then the next ten basis points move, and you do it again.
Refunded CUSIPs still sitting in your book. A screen-scrape that’s a day behind the market. Call structures and reset rates keyed in by hand. The numbers you put in front of a client are only as current as your last manual update.
There are more issuers to cover than there are hours to cover them. Opportunities surface late, or get found first by someone else — and your own book is exposed to the same screening everyone else is running.
Yield curves, USTs, SLGS, SIFMA/SOFR, CUSIP updates, and offering docs refreshed daily — keeping everything downstream current without anyone maintaining it.
Slice the market by state, sector, region, call provisions, and more. Monetary keeps each set current as the market moves.
Candidates surface across your coverage by savings threshold, call window, or structure — running every day, with no manual input.
Debt schedules, allocations, refunding lineage, private placements, and your firm’s own documents and overlays, in a single profile per issuer.
Build new money and refunding structures against live market rates, connected to what you already know about the client.
Monetary already operates the system of record for over 2,000 issuers and $600B of par, refreshed daily. Where an issuer is a Monetary customer and chooses to share, you work from their live actuals — cash, investments, and debt they’ve permissioned to you — instead of a screen-scrape that’s a day behind.
Six years building for public-sector finance. SOC 2 Type 1 & 2. An engineering team 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.
Marty pairs public reference data, permissioned customer actuals, live market feeds, and your firm’s own deal docs into an analyst unique to your firm — the kind a competitor can’t assemble without the underlying data.
Marty sits on top of a deterministic platform — the sizing model, the reference database, the market feeds, your firm intelligence — and works the way a sharp analyst does, except it never takes a day off.
What Marty does:
We’ll walk through the refunding monitor, the sizing model, and Marty on the issuers and structures your team works every day.
