February 16th, 2010, 10:46 am
eventually it is not public. fees etc is defined in OMs that are handed out to investors. i doubt that anyone typed the fee structures of all structured products in a worksheet for you. the intex database is storing about 20000 waterfalls what include manager and administration fees (i have never tried to fetch this data though. why?). hmm but you were asking about the seller revenues, right? maybe you try to get the unconsolidated balance sheets of all banks (not public as well....). another issue is that a sponsor might indirectly benefit from a true sale or synthetic rather than get cash transferred. thus measuring the sponsors' benefits will be tricky. from an aggregated point of view, you have up to four parties who try get a piece of the cake. therefore, financial institutions might playing a kind of razor-blade corporate strategy being seller, structurer, manager, adminstration, etc. from deal to deal. i think it is a wasteful endeavour getting such data in detail. it might reduce your "information costs" to analyse the balance sheets segments of all banks to develop proxy indicators (as well time wasting).