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CECL Data Solutions - Historical Backfill provide a full loan-level dataset across multiple asset classes.

Commercial Mortgage Loan Dataset

  • Data across all property types.
  • Starting pre-2000, covering multiple credit cycles.
  • 150,000+ loans.
  • 140,000+ properties.
  • Delinquency, loss, severity and prepayment information.
  • Detailed property information (including financials).
  • Detailed tenant information.

Residential Mortgage Loan Dataset

  • Data across all loan and property types.
  • Legacy and recent originations, dating from pre-2000 through 2018.
  • 36 million+ loans.
  • Delinquency, loss, severity and prepayment speed information.
  • Historical AVM valuations available.

Auto Loan and Lease Dataset

    • Covers lease and loan data (new and used vehicles).
    • 3 million+ loans (additional available through third-party partners).
    • Originations starting in 2013 (earlier originations available through third-party partners).
    • Delinquency, loss, severity and prepayment information.
    • Detailed underlying vehicle information.

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Moody's Analytics | CECL

Current Expected Credit Loss Model (CECL)

Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.

Moody's Analytics | Data Visualization

Structured Finance Risk & Regulatory Solutions

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.