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Portfolio Analyzer is a risk management and stress testing platform for analyzing the risk in structured transactions, such as mortgage-backed (MBS) and asset-backed securities (ABS). When combined with a cash flow library and deal data, Portfolio Analyzer can be used to obtain cash flows and losses on ABS tranches.
- Leverage over 40 different collateral models, including econometric models for collateral conditional prepayment rates (CPR), constant default rates (CDR), loss given default (LGD), and delinquencies.
- Access models for different US asset classes, such as credit cards, student loans, auto loans and leases, equipment loans and leases, reverse mortgages, and Small Business Administration (SBA) loans.
- Utilize models for different EMEA asset classes, including UK credit cards; UK prime, subprime, and below-the-line (BTL) MBS; Netherlands and Germany MBS; and auto loan ABS.
- Deploy prepayment models for different Fannie, Freddie, and Ginnie MBS pools. Stress test portfolios of residential mortgage-backed securities (RMBS) and ABS tranches.
- Integrate with other platforms with an easy-to-use application program interface.
- Use for stress testing of treasury portfolios.
- Leverage built-in stress scenarios from the Federal Reserve and Moody’s Analytics.
- Enhance your analyses with user-defined custom scenarios.
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 offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.
Moody's Analytics Simplified Supervisory Formula Approach solution delivers advanced technology for calculating capital adequacy.
Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Moody's Analytics structured credit models enable you to assess the credit quality of your portfolio and to understand the economic trends driving performance.
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.