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.
Our products consist of cashflow models covering the consumer ABS universe, robust data feeds, auto ABS loan level data, a trustee report repository, and origination and performance stats and static data. The Consumer ABS Desk is staffed with seasoned industry professionals who can provide ongoing support on our multiple products. Our financial engineers (FE) can assist you in custom product implementations, waterfall cashflow and DEC Table tie-outs and risk retention modeling. These FEs can also help you create automated solutions to improve efficiency on proprietary processes.
Cashflow Model Library
Access our extensive deal library of auto loan, auto lease, auto floorplan, credit card and student loan ABS (SLABS) cashflow models. Access our deal library via the Structured Finance Portal, API or SFW desktop solution to apply multi-scenario analysis, output period by period collateral and liability cashflow projections, project tranche impairments and prices.
Pool and Loan-Level Data
All of our asset classes provide access to historical and up-to-date pool-level data. Moody's Analytics has an extensive collection of static origination and performance stratification data for auto and student loan ABS, which provides another method of comparing deals. This data can be accessed via a custom data feed or the Structured Finance Portal. In addition, please check out our newly released Auto Loan Level Viewer, providing loan-level data for auto loan ABS.
Structured Finance Portal
Get quick and easy access to your portfolio of structured finance assets. On the Structured Finance Portal you can get access to key statistics, as well as historical pool-level data and loan-level data for auto ABS. Download trustee reports, run cashflow projections on a deal-level and portfolio-level, receive deal and portfolio-level custom alerts to changes in your position, and meet all of your regulatory reporting needs.
Director, Financial Engineering
Thased (Taz) leads the Structured Solutions teams in Europe, implementing and supporting structured products and solutions for investors, banks, hedge funds, price and valuation providers, as well as central banks and regulators. His team focuses on delivering off-the-shelf and customized software, data and cashflow analytics to securitization market participants through continuous product innovation and best-in-class analytics via standardized and custom delivery channels.
APA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of auto loan portfolios and auto ABS collateral.
Moody's CreditView – Structured Finance offers in-depth research from our sister company, Moody's Investors Service, as well as deal performance data compiled by Moody’s Investors Service and Moody’s Analytics on structured finance transactions.
Moody’s Analytics Portfolio Analyzer is a powerful stress testing and valuation tool for RMBS and ABS tranches.
Access Moody’s Analytics economic, credit, cash flows models and data for a universe of global securitization asset classes via APIs.
These data feeds provide access to various Structured Finance data across asset classes, and is drawn from monitoring reports of major servicers and trustees.
Moody’s Analytics Evaluated Pricing Solutions provide customizable valuation tools for global structured finance securities and bank loans.
This portfolio analysis solution, comprised of three separate modules, helps monitor performance, conduct cash flow analytics, and generate regulatory metrics.
Structured Finance Valuation & Advisory Solutions allow you to manage risk through best-in-class service
The Structured Finance Workstation (SFW) offers cash flow and valuation analytics, integrated with high-quality macroeconomic forecasts and credit risk models.