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Moody's Analytics offers market participants structured credit models for analyzing the credit risk of their ABS, RMBS, and auto portfolios.

Our structured credit models enable you to assess the credit quality of your underlying collateral and view its impact on bonds in your portfolio. The models will also help you understand the economic trends driving your portfolio performance metrics.

Get easy access to Moody's Analytics structured credit models

Our structured credit models can be accessed through the web, desktop solutions, or through our application programming interface (API).

Integrate your structured credit models and analytics

Moody's Analytics structured credit models utilize integrated macroeconomic scenarios that are produced by our Chief Economist, Mark Zandi, and updated monthly. Factors, including GDP, unemployment, interest rates, and home price indexes (HPI) are forecast for each scenario. These economic forecasts drive our asset-specific credit model predictions for probability of default, loss given default, prepayment, and other risk measures. Users also have the option to build or import custom modeling assumptions.

Our credit models produce a distribution of expected losses for residential mortgage backed securities (RMBS) and utilize Monte Carlo simulation engines for thousands of macroeconomic scenarios.

SUBJECT MATTER EXPERTS
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APA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of auto loan portfolios and auto ABS collateral.

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The CMM solution is the leading analytical tool for assessing default and recovery for commercial real estate (CRE) loans.

CreditEdge™

The CreditEdge platform is the premier model for managing the credit risk of your portfolio of listed firms and sovereigns, globally.

Dutch Mortgage Portfolio Analyzer

This risk management, stress testing, and capital allocation tool helps you analyze the credit risk of Dutch residential mortgage portfolios and RMBS collateral.

Mortgage Portfolio Analyzer

This powerful risk management, stress testing, and capital allocation tool helps you analyze the credit risk of residential mortgage portfolios and RMBS collateral.

Portfolio Analyzer

Moody’s Analytics Portfolio Analyzer is a powerful stress testing and valuation tool for RMBS and ABS tranches.

Economic Forecast Scenarios: Standard

Moody's Analytics provides baseline economic forecasts and alternative scenarios for more than 50 countries, updated monthly.

Structured Finance Portal

This portfolio analysis solution, comprised of three separate modules, helps monitor performance, conduct cash flow analytics, and generate regulatory metrics.

Structured Finance Portal Regulatory Module

The Regulatory Module offers key data and analytical metrics on demand to help financial institutions manage their structured regulatory risk.

UK Mortgage Portfolio Analyzer

UK-MPA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of UK residential mortgage portfolios and UK RMBS collateral.

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Browse Moody’s Analytics Learning Solutions and Certifications.