Portfolio Analyzer
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Portfolio Analyzer is a powerful risk management and valuation tool for consumer lending portfolios as well as RMBS and ABS tranches.
Forecast probabilities and loss given defaults, prepayments and valuations.
- Robust coverage of major U.S. consumer lending asset classes, including credit cards, student loans, auto loans and leases, equipment loans and leases, mortgages, and Small Business Administration loans, residential mortgage-backed securities and asset backed security tranches.
- International coverage, including a range of asset classes covering UK credit cards; UK prime, subprime, and buy-to-let (BTL) MBS; Netherlands and Germany MBS; and auto loan ABS and more.
- Includes more than 40 different collateral models, such as econometric models for constant prepayment rates (CPR), constant default rates (CDR), loss given default (LGD), and delinquencies.
- Flexible platform with customizable model parameters and risk buckets.
- Easy to use interface with flexible and secure data entry/updating and exporting.
Effectively analyze consumer credit risk and ABS and RMBS transactions
- Leverage built-in stress scenarios from the Federal Reserve and Moody’s Analytics.
- Enhance your analyses with user-defined custom scenarios.
- Estimate PDs, LGDs and prepayments under stressed scenarios.
- Assess future credit loss, capital estimates, and VaR contribution.
- Analyze loans and future originations, vintages and credit scores.
- Devise pricing and screening borrowers' risk levels at origination.
- Detect deterioration early with robust monitoring features.
Product Brochure
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