General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Register for the Course

There are no sessions currently scheduled

Belgian Mortgage Portfolio Analyzer (Belgian-MPA) is a loan-level software platform for analyzing the credit risk of whole-loan residential mortgage portfolios in Belgium, and collateral pools underlying Belgian residential mortgage-backed security (RMBS) transactions. Belgian-MPA incorporates thousands of macroeconomic paths and loan-level models for estimating probabilities of default and prepayment.

Leverage a powerful solution for risk management, stress testing, and IFRS 9

  • Calculate expected loss, economic capital estimate, and contribution to value-at-risk (VaR).
  • Customize model parameters at the loan level.
  • Classify loans into risk buckets and measure 12-month or lifetime expected credit loss for IFRS 9.
  • Stress testing using built-in and custom macroeconomic scenarios.
  • Build and deploy fully transparent custom models in the same platform.

Implement a single framework for capital allocation, stress testing, and portfolio sensitivity analysis

  • Use a single platform for risk management, stress testing, and IFRS 9.
  • Project forward-looking expected loss and cash flows.
  • Build hybrid models using limited client data.
  • Analyze seasoned loans, new loans, and future originations.
  • Quickly run large portfolios using multi-threaded technology.
  • Utilize a simple and intuitive interface and a fully programmable application programming interface (API).

Product Brochure


Structured Credit Models

Moody's Analytics structured credit models enable you to assess the credit quality of your portfolio and to understand the economic trends driving performance.

Structured Finance Solutions for Investors

Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance market participants.