Structured Finance Regulatory Module

Introducing the Regulatory Module

Moody's Analytics has developed enhancements to their Structured Finance Portal, a web-based tool offering data transparency, analysis and reporting across the structured finance universe. The new Regulatory Module will offer banks and financial institutions key data and analytical metrics on demand to help firms manage their structured regulatory risk.

Functionalities:
Dashboard: View the regulatory impact of your securities across multiple stress scenarios on your customized portfolio interfaceDynamic Analysis: Load macro scenarios, run cash-flow analytics, conduct fair value analysis and calculate estimated losses Portfolio Analysis: Provides point-in-time and forecasted metrics allowing you to view the estimated values for CCAR/DFAST scenarios, OTTI, and SSFA Sensitivity Analysis: Conduct exposure analysis and assess the impact of macro shocks Model Validation: Access model whitepapers, back-testing analysis, and view underlying analytic assumptions Deal/CUSIP/Loan Level Analysis: Benchmark regulatory variables against the structured finance universe or custom cohorts Research: Centralized area for all global research pertaining to structured finance regulatory requirements, leveraging both Moody’s Analytics and third-party research
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