Credit Models & Macroeconomic Forecasting

Investment Analysis

PRODUCTS

CDOEdge is a software platform that Moody's analysts use to rate and monitor cash CDOs. It includes a structuring tool, Moody's binomial model and a deal library.

CMM™ (Commercial Mortgage Metrics) model is the leading analytical tool for assessing Expected Default Frequency (EDF™) credit measures, Loss Given Default (LGD) and Expected Loss (EL) for commercial real estate (CRE) mortgage loan portfolios.

CDOROM is a free Excel-based model used for calculating the expected loss on tranches of synthetic CDOs. It is the same model Moody's analysts use to rate and monitor synthetic CDOs.

Portfolio Analyzer (PA) is a powerful new risk management and capital allocation tool to help portfolio managers analyze the credit risk of their residential mortgage, auto loan, auto ABS and RMBS portfolios.

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