Moody’s Analytics Launches Structured Finance Portal
Moody’s Analytics announced it launched a structured finance portal aimed at providing asset managers, traders, underwriters, and portfolio/risk managers with enhanced content, increased data transparency and innovative analytics.
Initially focusing on collateralized loan obligations (CLOs), the portal serves real-time enhanced content in an easy-to-use web-based format and delivers greater operational efficiency by removing the manual process typically associated with normalizing and aggregating data.
“Moody’s Analytics is dedicated to investing in its CLO analytical capabilities to provide the market with the most cutting-edge solutions available. With our new Structured finance portal, users will have a clear view into the relative value of any given tranche, deal, manager or loan,” said Andrew Jacobs, director at Moody’s Analytics.
The web portal offers users easy access to market data. It also features manager-style and performance metrics, benchmarking and market color, loan-level content, and portfolio-level reporting and analytics. Additionally, batch cash-flow analysis models help users to value their portfolios simultaneously.
The portal provides a complete picture of a tranche’s value with a suite of analytics and comparative metrics. The comparability algorithm helps users to find similar tranches and view the latest associated third-party market color. Portfolio managers can benchmark a tranche with a scatter plot against its cohorts across any given performance metric. Portal users can also project cash-flows and view pre-run results based on market-standard assumptions.
The portal’s loan-level data, including default probabilities (EDF measures) and financial ratios, show which deals and managers are most exposed to a loan and who has been trading it recently. Also included are hundreds of metrics on manager style and performance. Users can compare managers and look at a manager’s trade behavior, loss mitigation, market perception and concentration choices.
The portal also provides access to up-to-date estimated SSFA capital charge calculations for each tranche, along with the underlying factors.