WSA Platform

• Effectively monitor, price and stress test portfolios under several macroeconomic scenarios 
• Build prepayment, default and interest rate vectors and custom modeling assumptions
• Identify undervalued or overvalued securities by simultaneously analyzing muliple deals under a range of scenarios
• Hedge exposure to a particular industry or issuer by identifying the collateral overlap in their holdings 

• Develop insight about tranche cashflows including break-even, duration and first-dollar loss analysis 
• Automate their monitoring process to address recurring reporting needs
• Create customizable reports including cashflow, deal summary, stratifications, cashflow graphs and static pools

• Macroeconomic Scenarios: Chief Economist Mark Zandi produces multiple economic scenarios that are integrated into the WSA Platform and can be used to stress portfolios to predict prices in a range of possible economic scenarios.  

Performance Data & Deal Libraries

• Performance data  is an important part of monitoring and surveilling your exposures. The WSA Platform allows access to over 200 fields of pool- and loan-level data that is updated, cleaned and standardized every month 
• Moody's Analytics maintains deal libraries for over 17,000 securities and adds new deals constantly. This covers agency and non-agency RMBS, ABS, CMBS and CDO's 

• Analyze loans to estimate default rates, loss given default rates, prepayment rates and other risk measures for each of the macroeconomic scenarios. Pool or loan level credit models are available for all structured asset types. Some of our credit models include Mortgage Portfolio Analyzer (MPA), Default, Prepayment and Loss Curves (DPLC) and Commerical Mortgage Metrics (CMM)

 Choose From Our Delivery Channels to Meet Your Needs   

• Desktop Application
• API/Web Services