Moody's Analytics, a leader in risk measurement and management, has
launched a new Structured Finance Portal, aimed at providing asset
managers, traders, underwriters, and portfolio and risk managers with
enhanced content, increased data transparency and innovative analytics.
Initially focusing on collateralized loan obligations (CLOs), the
Moody's Analytics Structured Finance 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 cashflow analysis models help users to value their
Moody's Analytics Structured inance 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 cashflows
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.
For more information, please visit www.moodysanalytics.com/SFportal.
About Moody's Analytics
Moody's Analytics helps capital markets and risk management
professionals worldwide respond to an evolving marketplace with
confidence. The company offers unique tools and best practices for
measuring and managing risk through expertise and experience in credit
analysis, economic research and financial risk management. By providing
leading-edge software, advisory services and research, including
proprietary analyses from Moody's Investors Service, Moody's Analytics
integrates and customizes its offerings to address specific business
challenges. Moody's Analytics is a subsidiary of Moody's Corporation
(NYSE: MCO), which reported revenue of $3.0 billion in 2013, employs
approximately 8,400 people worldwide and has a presence in 31 countries.
Further information is available at www.moodysanalytics.com.
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