Structured Finance Valuation & Advisory Solutions
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Moody’s Analytics Valuation and Advisory Solutions allow you to manage risk through best-in-class service
Expert Valuations & Advise Using Proprietary Data and Models
- Create methodologies for analyzing structured finance securities, including: ABS, RMBS, CMBS, CDOs and other exotic transactions.
- Build Valuation & Advisory frameworks consistent with our methodology, which incorporates high quality data, macroeconomic forecasts, credit models, and cash flows.
- Perform quality assurance on pricing estimates with careful examination of credit worthiness, capital structure nuances and counter-party risk.
- Deliver Valuation & Advisory package to clients; provide macroeconomic and performance trend commentary; and help prepare documents for auditors, board members, and investors.
Key Features of Our Services
- Portfolio Specific Analytics: We work closely with each client throughout the life of the engagement to be responsive to their needs. No portfolio is too small; we regularly help clients analyze portfolios of several dozen to several thousand securities.
- Client Service: Client service is of paramount importance in advisory engagements, and is a hallmark of the Moody's Analytics brand. We utilize a variety of professionals - including financial engineers that tackle the most technical request and relationship managers that oversee all aspects of engagements - to ensure best-in-class service is always delivered. We engage senior professionals across Moody's Analytics (Economists and Quantitative Research Analysts) as needed to provide additional insight.
- Comprehensive Reporting: Increased reporting and demand for more transparency are new realities many industry participants are facing. The level of detail and the types and frequency of reporting required by board members may differ substantially from those required by investors or regulators. We appreciate this distinction and help clients determine the reporting that will most benefit their target audience. This may include several different types of analyses depending on the audience, as well as frequent monitoring or dashboard reports that can serve to update the client between milestone deliverables.
- Commentary: Numbers and data only tell part of the story - results without context can lack clarity or, worse, be misleading. Our robust and comprehensive commentary is produced by a team of industry veterans and ensures target audiences fully grasp the results of their implications. Commentary can span from a view on the health of a portfolio as a whole, to in-depth, bottom-up analysis of smaller portfolio subsections or individual securities that require more diligent monitoring. The frequency of commentary can also be customized across the portfolio to maximize its impact and ensure reporting deadlines are met.
Our Valuation Services Offering
- Estimated Fundamental Values (EFVs) and Estimated Market Values (EMVs) for any structured portfolio.
- White papers describing EFV and EMV methodology.
- Asset class-specific white papers describing the credit models used.
- Transparent report inclusive of assumptions (e.g., CDR & CPR vectors), price talk, and other market data relevant to securities being analyzed.
- Access to results via our web-based regulatory portal.
Our Advisory Services Offering
- Portfolio risk assessment including stress testing across Moody's Analytics and Federal Reserve macroeconomic forecasts.
- Established criteria and thresholds to identify portfolio-specific risks.
- Risk-related performance statistics such as VaR, OAS, DV01, etc.
- Asset class-specific benchmarking of portfolio to broader market.
- Return attribution and performance comparisons using client trade information.
- Custom portfolio-specific commentary.
- Custom internal CFO/Board of Directors report.
- Custom external (public) reporting for firm investors or interested parties.
Why Moody's Analytics?
- Confidentiality: We have controls and procedures in place to ensure all confidential client data and information is transmitted and stored safely and securely.
- Independence: Our opinion is unbiased by proprietary positions.
- Proprietary Data: Macroeconomic & credit model forecasts, loan & pool-level data, waterfall models.
- Experience: Comprehensive coverage and a global team of experience specialists.
Evaluated Pricing Solutions
- Access global coverage for Moody's Analytics Structured Finance Waterfall Libraries.
- Customized solutions are available to address many complex requirements that involve dynamic changes in pricing assumptions, pricing scenario adjustments to account for challenges, and intra-day rate movements and granular cash flow analysis.
- Evaluations are available at various frequencies during the day through flexible delivery options such as data feed, APIs, and Excel Add-In.
- 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 via Structured Finance API.
Moody's Analytics Evaluated Pricing Solutions are designed to support various use cases ranging from day-to-day portfolio management to accounting and risk oversight, ensuring operational efficiencies by supporting access and integration of pricing data across various systems.
Product Brochure
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