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.
Moody's CreditView – ABS & ABCP offers in-depth research from our sister company Moody's Investors Service, as well as performance data and analytical tools for structured finance transactions. Our global structured finance service provides access to content on more than 10,700 deals rated by Moody’s Investors Service, as well as 2,500 additional deals rated by other rating agencies. Content covers US, EMEA, Asia, and Australia.
Director, Financial Engineering
Henry leads the Consumer ABS Desk at Moody’s Analytics, providing advanced analytics, data feeds, credit models and portfolio monitoring products to ABS market participants. Henry has 20 plus years of experience in structured finance, working in cashflow modeling, primary ratings analyst and risk management roles.
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.
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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.