Structured Finance Portal
Moody's Analytics Structured Finance Portal sets the standard for transparency, analysis, and reporting across structured finance. This premier web-based tool offers data and analytics across all structured finance asset classes with advanced reporting and time-saving data normalization and aggregation. It provides structured finance professionals with cashflows, regulatory metrics, comparative analytics, and data aggregation in one integrated platform.
Capabilities
Complete Asset Coverage on an International Scale
Provides market color, benchmarking and valuations
Access to deal and loan-level data including default probabilities and financial ratios
Generate portfolio-level reporting and analytics
Access up-to-date, estimated regulatory-based metrics
Access to Excel add-in and PyBA templates
Access to pricing and trading solutions via the BWIC Analyzer
API
Moody’s Analytics API can be integrated in most multi-server environments,
and supports a wide range of use cases.
Capabilities
Leverage an end-to-end integration of Moody’s Analytics economic, credit, and cash flow models
Access global coverage for Moody's Analytics Structured Finance Waterfall Libraries
Perform advanced analytics on Structured Finance portfolios
Consulting and Developer Support
Portfolio analytics & ALM solutions available
Data Feed
Moody’s Analytics Structured Finance data set includes historical loan, pool, bond, and property level data collected across asset classes. The Structured Finance database is drawn from the monitoring reports of every major servicer/trustee and is further enhanced with extra data fields from various sources.
Capabilities
Leverage an end-to-end integration of Moody’s Analytics economic, credit, and cash flow models
Over 30,000 securitizations and 600,000 CUSIPs across a wide coverage of asset classes
Regulatory fields available
Microservices
Moody's Analytics Evaluated Pricing Solutions are designed to support various use cases ranging from day-to-day portfolio management to accounting and risk oversight, ensuring operational efficiencies by supporting access and integration of pricing data across various systems.
Capabilities
Access global coverage for Moody's Analytics Structured Finance Waterfall Libraries
Customized solutions are available to address many complex requirements that involve dynamic changes in pricing assumptions, pricing scenario adjustments to account for challenges, and intra-day rate movements and granular cash flow analysis
Evaluations are available at various frequencies during the day through flexible delivery options including data feed, APIs, and Excel Add-In
Tailored support from product analysts, specializing in pricing methodologies and global securitization asset classes business process design, product management and API implementation
Integration with third-party pricing providers via Structured Finance API
CDOEdge
In a growing and evolving CLO market, time and accuracy are key. CDOEdge runs cash flows significantly faster than Excel by replicating Moody's Investors Service's published quantitative approach to rating CLO transactions. CDOEdge empowers CLO market professionals to structure new transactions, monitor existing investments, and manage risk by analyzing changes in collateral and market conditions.
Capabilities
Waterfall brings together all of the modules from the structuring tool, allowing users to define cash flow payments through the deal
Two distinct binomial methods are available to provide comprehensive analytical perspectives for single/multi-currency deals using multiple interest rate scenarios and default timing profiles
Optimization, trends, and WARF sensitivity analysis
CDOEdge API
Users can combine and integrate their analytics using CDOEdge API to avoid running multiple models. CDOEdge's intuitive API enables VBA macros to utilize CDOEdge's cash flow engine. CDOEdge API's extensive operations allow developers to access essential functionalities available in the CDOEdge application.
CDOnet
The CDOnet solution is a comprehensive and flexible software platform for cash flow analytics. With its extensive deal library, industry-leading analytics, powerful API, and dedicated customer support, the CDOnet platform improves your ability to monitor collateralized debt obligation (CDO) holdings, understand your risk concentrations, and value your portfolio.
Capabilities
Leverage a comprehensive platform for CDO cash flow analytics
Gain industry-leading analytics with unparalleled customization
Supports asset managers, trustees, and underwriters
Structured Finance Workstation (SFW)
The Structured Finance Workstation (SFW) offers cash flow and valuation analytics, integrated with high-quality macroeconomic forecasts and credit risk models. You can rely on accurate deal libraries and collateral data, and call on experienced analysts for dedicated support.
Capabilities
Easy access to structured finance portfolios
Extensive deal libraries with accurate & validated waterfalls, and loan level data updated on a monthly basis
Integrated macroeconomic forecasts from Moody's Analytics Economic & Consumer Credit Analytics division and credit risk models from Moody's Investors Service
High-performance analytical engine and advanced modeling and reporting tools allow for accurate cash flow projections and valuation analysis
Integrated solutions featuring macroeconomic scenarios, loan-level credit risk analytics and cashflow engines
Multiple delivery channels
Regulatory Module
The Regulatory Module helps banks and financial institutions meet their structured finance regulatory needs. Leveraging Moody’s Analytics proprietary credit models and cash flow engine, it provides users with access to estimated regulatory metrics such as risk weights and dynamic analytical capabilities to run stress testing scenarios.
Capabilities
Load several macro scenarios, run cash flow analytics, conduct fair value analysis, and calculate estimated losses
Conduct exposure analysis and assess the impact of macro shocks
Access back-testing analyses, view underlying analytic assumptions, and whitepapers that provide model transparency
Benchmark variables against the structured finance universe
Retrieve regulatory metrics at the click of a button
Access point-in-time and forecast metrics, allowing you to view the estimated values for Comprehensive Capital Analysis and Review (CCAR), Dodd-Frank Act Stress Test (DFAST) scenarios, other-than-temporary impairment (OTTI), and simplified supervisory formula approach (SSFA)
Get access to a full IFRS 9 accounting solution with Solely for Payment of Principal and Interest (SPPI) test results for classification, and staging and Expected Credit Loss (ECL) calculation for impairment
Access point-in-time metrics, allowing you to view the estimated values for Basel III risk weights under the External Rating Based Approach (ERBA) and the Standard Approach for Securitization (Sec-SA)
We provide structured finance solutions
for large institutions and financial markets
