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Auto Portfolio Analyzer (APA) is a loan-level software platform for analyzing the credit risk of auto loan portfolios and collateral pools underlying auto asset-backed security (ABS) transactions. APA incorporates thousands of macroeconomic paths and loan-level models for estimating probabilities of default and prepayment.
- Calculate expected loss, economic capital estimate, and contribution to value at risk (VaR) for risk and capital management purposes.
- Customize model parameters at the loan level, vectors of multipliers for default, prepayment, severity, and recovery lags.
- Perform loan-level analyses, producing detailed modeling of loan characteristics and behaviors.
- Estimate probability of default, prepayment, severity, and losses, using Federal Reserve scenarios and user-defined macroeconomic scenarios for stress testing.
- Build and deploy fully transparent custom models in the same platform.
- Generate monthly profit and loss (P&L) cash flows for pricing, and integration with ABS and asset and liability management (ALM) systems, using a multi-period framework.
- Determine loan-level cash flows for pricing and discounting.
- Run a mixed portfolio of auto loans, including prime and subprime, used and new cars, and direct and indirect auto loans.
- Analyze seasoned loans, new loans, and future originations.
- Quickly run large portfolios using multi-threaded technology.
- Utilize a simple and intuitive user interface and a fully programmable application program interface (API).
Moody’s Analytics has developed a Consumer ABS suite of comprehensive solutions and tools for all of your buy-side, monitoring, pricing, and research needs.
Our commercial lending solutions are flexible and robust enough to support whatever loan structures, pricing, or conditions you require to reduce risk.
Proactively monitoring the financial health of borrowers and the risk level of your loan portfolio increases the profitability of your lending business.
Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Moody's Analytics Simplified Supervisory Formula Approach solution delivers advanced technology for calculating capital adequacy.
Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance investors.
Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk via our Structured Finance Portal Regulatory Module.