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Structured Finance Workstation for Trustees

Efficiently Monitor, Value and Stress Test Structured Finance Portfolios

BAW Trustee combines the entire deal structuring process, scrubbing of data and historical deal information enabling trustees to calculate, verify and store payments on a transaction and provides a complete collateral and bond payment history

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OVERVIEW
KEY FEATURES

The Structured Finance Workstation Difference

Integrated Approach

Moody’s Analytics has brought together industry knowledge and data from across multiple disciples to offer an integrated approach. Customers gain efficiency, ease of use, and the peace of mind of knowing that all of the components are created, integrated and maintained by a single provider.

Extensive deal libraries with accurate & validated waterfalls and loan level data updated on a monthly basis
Integrated macroeconomic forecasts and credit risk models
Advanced modeling & reporting tools and a high-performance analytical engine allowing for accurate cash flow projections and valuation analysis
Dedicated support from experienced financial engineers who provide on-site training and develop customized solutions

Industry Leading Analytics

Moody’s Analytics delivers award-winning software, analytics and transparent models backed by extensive support to address your specific needs.

Data platform: Moody’s Analytics maintains one of the world’s most comprehensive structured finance data platforms. Each month, loan-level and pool-level data from surveillance reports are subjected to a rigorous validation process by a team of data specialists to ensure the continued integrity of the data set.
Cash flow waterfall engine: The prepayment, default and severity vectors from the credit model feed directly into Structured Finance Workstation which contains waterfalls for nearly 8,000 structured finance instruments. The vectors and loan-level performance data are run through the waterfall to generate cash flows and valuations for the entire capital structure and individual tranches.

Key Features

Integrated Economic and Credit Risk Models

Moody’s Analytics Structured Finance Workstation offers cash flow and valuation analytics integrated with high quality macroeconomic forecasts and credit risk models.

Macroeconomic scenarios: Economic forecasting drives predictions of mortgage loan default, prepayment and loss severity. Our Economic Analysis and Consumer Credit team projects home price movements in specific markets and provides regional forecasts for GDP, unemployment and interest rates under five different scenarios.
Loan-level credit model: Moody’s RMBS credit model analyzes residential loans to estimate default rates, loss given default rates, prepayment rates and other risk measures at the individual loan level for each of five macroeconomic scenarios.

Multiple Delivery Channels

Access to our expertise can be customized to meet your unique information and workflow needs and tailored to your exact specifications through the following delivery platforms:

Desktop installation: Robust software platform for all your analytical needs
New Online Solution: SFW.Moodys.com provides instant access to your portfolios, models and cashflow and valuation analysis
Web Services API: Automate routine tasks, integrate the functionality of the SFW desktop application with your internal systems and build custom macros for Exce
Service: Have Moody’s Analytics run SFW and our full suite of tools on your behalf and deliver results in the format, timing and manner you specify

Flexible Modeling

Ability to build prepayment, default and interest rate vectors and build custom modeling assumptions.

Clients can create and analyze custom portfolios with tranches from multiple deals.

Customizable Waterfall Script

Structured Finance Workstation employs a straight-forward approach to cash flow modeling in which all scripts are designed to read similarly to the deal’s prospectus.

The waterfall is customizable and provides the user with a higher level of transparency into the deal’s capital structure.

Comprehensive Reporting

Includes customizable cash flow reports, deal summary and profitability reports, bond and collateral cash flow graphs, static pool reporting and stratifications, and investor and servicer reports.

Accurate Deal Libraries

Includes an integrated RMBS deal library which contains thousands of models with updated loan level information for Prime, Alt-A and Subprime securitizations.