Default, Prepayment and Loss Curves (DPLC)

The financial crisis has demonstrated the urgency of developing new tools to improve financial decision-making. The need for research and development is especially great in the structured securities market, which was at the epicenter of the crisis.

Moody’s Analytics ("MA") maintains one of the largest repositories of macroeconomic, demographic, asset and financial data from a multitude of government and private sources. The data set covers the national accounts, banking and finance, demographics, personal income, prices, retail sales, labor markets, energy, financial markets and many other indicators.  

Combining the vast data set we own with expert credit and economic analysis, we're able to provide a market-leading credit model to help you understand the probable behavior of your structured assets going forward. 

• Set of Vectors for Each Deal: Use a unique set of vectors for each deal to stress your wateralls -- includes CDR, CPR and Loss Severity vectors.
• Macroeconomic Stress Scenarios: Run multiple macroeconomic scenarios to test the sensitivity of your assets -- scenarios developed by Mark Zandi and his team of economist.
• Quarterly Updates to the Forecast: Download quarterly updates to the forecast as the model is calibrated.
• Compatible on Various Platforms: Upload our Structured Vectors onto any platform including Moody's Structured Finance Workstation ("SFW")