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Structured Finance Evaluated Pricing Solutions provide customizable valuation tools for global structured finance securities and bank loans.

Access global coverage for Moody's Analytics Structured Finance Waterfall Libraries

    • Our pricing and cash flow models cover global capital markets and asset classes including agency and non-agency RMBS, ABS, CMBS, CDOs/CLOs, and other esoteric structured products.
    • Utilize comprehensive & standardized data that is drawn from major servicer/trustee reports.

Customized solutions are available to address many complex requirements that involve dynamic challenges in pricing assumptions, pricing scenario adjustments to account for challenges, and intra-day rate movements and granular cash flow analysis

  • Securely upload portfolio pricing scenarios and recipes through a user-friendly interface.
  • Automatically and consistently apply scenario assumptions across portfolios, as well as underlying securities in ABS CDO, CRE CDO, and CDO^2 transactions.
  • Apply historical, as well as projected, prepayment speeds and loss scenarios.
  • Look up detailed terms and conditions, projected cash flows and performance for specific securities.
  • Run on-demand analysis on individual securities, as well as entire portfolios.
  • Access governing documents and trustee reports.

Evaluations are available at various frequencies during the day through flexible delivery options such as data feed, APIs, and Excel Add-In

  • Schedule pricing runs on Moody's Analytics hosted environments at different pre-determined times.
  • Automatically trigger pricing analysis based on certain specified conditions such as changes in assumptions, bond factors, and interest rates.
  • Ensure quality of evaluations through validation processes that monitor tolerance levels, price changes and data integrity.
  • Receive pricing files through FTP feed, and email alerts once the files are ready.

Consulting & Advisory Support

    Clients receive individualized support from our product analysts who specialize in pricing methodologies and global securitization asset classes business process design, product management and API implementation.

Integration with third-party pricing providers

  • The Structured Finance API has been integrated with many specialized pricing, ALM, trading, and risk analytics providers in the fixed-income space.  Such partnerships have enabled market participants to access Moody's Analytics structured fixed-income data, credit, cash flow and pricing models to accomplish their pricing and risk analytics strategy, whereby ensuring cost and operational efficiencies.
  • Moody's Analytics models provide users with a valuable tool for generating prepayment, default and loss forecasts for loans, pools and securities across a wide range of asset classes that are critical inputs to pricing, risk management, accounting and regulatory reporting.

Product Brochure

RELATED SOLUTIONS

ABS Solutions

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.

Agency Solutions

Moody's Analytics provides comprehensive coverage via our Agency deal library and data feed, and supports extensive use cases via our APIs.

CLO Solutions

Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.

CMBS Solutions

Moody's Analytics CMBS Solutions provide market participants with advanced deal cash flow analytics, comparative deals and specific commercial loan and property income and valuation details.

RMBS Solutions

Moody's Analytics provides market participants with end-to-end, customizable, and advanced solutions for Non-Agency RMBS and analytics.

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.

Structured Finance Solutions for Investors

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