Supporting the full spectrum of structured finance data, analytics, and cashflow products for the structured markets

Supporting the full spectrum of structured

finance data, analytics, and cashflow

products for the structured markets

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By Role
By Business Line
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Solutions by Role

Moody's provides structured finance market participants with integrated solutions and market insight through research, data, and analytics.

Asset Manager
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Banking
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Trader
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Investor
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Research Analyst
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Solutions by Business Line

Moody's research, data, and analytics provide solutions for a comprehensive and in-depth view of the market.

Risk Management
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Regulatory
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Portfolio Management
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Pricing Services
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Other Services

Our solutions include a combination of state-of-the-art comparative analytics, global coverage, and a sophisticated cash flow engine to assist market participants in making informed decisions.

Advisory Services
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Insights & Research

case study

ABS Suite increases Operational Efficiency by over 30% resulting in significant cost savings

We helped this credit card issuer with 17 series across 2 master trusts address their business challenges.

Read the story
Research Analysis
EURO CLO Exposure - Q2 2024

This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of the end of Q2 2024.

July 1, 2024
Research Analysis
European RMBS-ABS Collateral - Q2 2024

This paper provides an overview of the average annualized Constant Prepayment Rate (CPR) and Constant Default Rate (CDR) in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.

July 1, 2024
Research Analysis
US CLO Exposure - Q2 2024

This paper provides an overview of top current Industry, Country and Issuer exposures in US CLOs as of the end of Q2 2024.

July 1, 2024
Research Analysis
UK RMBS — 2024 Outlook

This paper provides the current performance forecast for UK RMBS using Moody’s proprietary macroeconomic scenarios and credit models to generate the deals’ cash flow projections.

June 26, 2024
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Upcoming Events

16
May
Conference

LSTA DealCatalyst Annual CLO Industry Conference

Moody’s is proud to be a sponsor of the LSTA DealCatalyst Annual CLO Industry Conference. Peter Sallerson will be sharing his insights on ESG scoring for CLOs and comparing CLO managers across 2 sessions. Visit us at the Moody's booth to connect with our team.

Conference
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13
Jun
Conference

AFME & IMN The 27th Annual Global ABS

Moody's is a lead sponsor at this year's Global ABS conference. We will be participating across various panels at the conference, and members of our analytical and sales team will be in attendance. Visit us at the Moody's stand to connect with our team and get your hands on the latest research and insights.

Conference
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Past Events & On-demand Webinars

Conference
SFVegas 2023

Moody's are platinum sponsors at this year's SFVegas conference. We will be participating in a panel at the conference, and members of our analytical and sales team will be in attendance. Visit us at the Moody's stand to connect with our team and get your hands on the latest research and insights.

4 days
February 26, 2023
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Trusted by the industry leaders

Full list of our partners
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Product Updates

Structured Finance Portal
Version
V22.8

New feature highlights:

  • Created a test to set the flag, save and checked in a new session for “Exclude prior to first trustee report (PT)”.
  • Updated “Macro Scenarios “tab to include SOFR factor in Reg Module Custom Scenarios hub.
  • Added MV Metrics and WAL at portfolio level.
  • Added new field index adjustment (bps).
  • Sorted new deals widget by the latest date by default.
  • Added seniority to capital structure and interest balance to notable metrics for CLO deal pages.
  • Fixed Asset level data for collateral information to show up on BWIC page.
  • Applied portfolio cashflow stratifications for property types.
  • Removed Market Value Metrics (Biz Rules) in deal/tranche page.
Read the documentation »
August 26, 2022
Structured Finance API
Version
4.22.8

Highlights

  • Exposed Ameribor indices (AMERIBOR,AMBOR 30D, AMBOR 90D, AMBOR 30DT, and AMBOR_90DT) and BSBY indices (BSBY,BSBY_1MO, BSBY_3MO, BSBY_6MO, and BSBY_12MO) to SF-API.
  • Exposed SOFR SWAP rate and TONA rate to SF-API.
  • Exposed SONIA rate in the CDOnet engine.
  • Upgraded AD&Co integration to support LDM Ver.3.0 new features.
  • Exposed current tranche record date at MOODYS_BOND_INFO::record_date.
  • Enabled Natural Disasters setting in MPA.
  • Added Aggregate Climate Scenario into CMM pre-defined scenarios.
Read the documentation »
August 23, 2022
Structured Finance Portal
Version
V22.7

New feature highlights:

  • Enabled “benchmark” option for floating tranches in price/yield calculation.
  • Added Original and Current Ratings for union of Moody’s/S&P/Fitch ratings to one list in screener/alerts Tranche characteristics.
  • Added S&P and Fitch common industry to Asset-level widget on Deal/ Manager/ Portfolio/ Asset Universe levels.
  • Added various Industry-related fields to Transaction widget on Deal/Manager/Portfolio Levels.
  • Added reported and calculated ABS prepayment speed to enhanced BWIC page and screener page.
Read the documentation »
July 29, 2022
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