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Supporting issuance programs of all sizes, asset classes and complexities, ABS Suite is the industry leading solution for end-to-end structured finance administration
The Collateral Import & Servicing module bridge the gap between the obligor's and investor's view of collateral. These modules not only transform and validate source system information but also perform all of the requisite structured finance calculations needed for downstream reporting. Typical calculations, which differ by asset class and deal, include securitization values, statuses, charge-offs, advances and many more.
The Pool Selection module provides powerful, user-friendly tools which allow users to define both eligibility criteria and compliance rules and select assets for inclusion in term securitizations, warehouse lines, conduits and other structured deal types. Business users are able to run multiple hypothetical scenarios and automatically generate key stratification and summary reports for analysis. The Pool Selection module also supports the process of tagging selected assets as sold in order to ensure consistency with source systems.
The Investor Reporting module is used to structure and report on a wide variety of deals across myriad asset classes. The module leverages data from the Collateral Servicing module and performs all ongoing waterfall related calculations. Ultimately the reports required by term investors, warehouse lenders and other third parties are fully automated in the requisite format(s).
Leveraging the same deal model used for investor reporting, these modules work together to allow users to run multiple forecast scenarios. Users can define prepayment, loss, delinquency and interest rates vectors along with other assumptions in order to generate collateral and waterfall related cash flows including the value of any retained interest.
This module holds the books of the transaction while avoiding systems modifications to existing general ledger processes. It can be configured to automate not only trust related entries but also support requisite collateral level entries, introduced by securitization, that are not supported by your servicing system. Once entries are produced by the users have the ability to review and “commit” them with each such action tracked in an audit log to help enhance internal controls.
Moody’s Analytics Securitization solutions support the full spectrum of structured finance requirements and enables operational efficiency, reduces risk, improves deal execution and reduces program costs.