Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.
In a marketplace that is constantly evolving, our CLO Market Solutions provide quick and easy access to financial intelligence and analytical tools. Our solutions include a combination of state-of-the-art comparative analytics, global coverage, and a sophisticated cash flow engine to assist CLO market participants in making informed decisions, while providing an insightful and comprehensive view of the CLO universe.
Simplify your analysis with our Deal Module
- Bring in over 100 metrics to gain information for actionable insights through powerful visualization tools.
- Compare a specific deal against a vintage or a self-defined cohort to provide context for decision making.
- Access standardized loan names/identifiers generated by advanced algorithms.
- Leverage live loan pricing from multiple sources to calculate MV OCs and NAVs.
- Analyze underlying exposures across deals and managers by generating an overlap matrix.
- Gain a granular level understanding on common assets held by a multitude of deals and managers.
Aggregate and compare data essentials with our Structured Finance Portal CLO Monitoring Module
With the Structured Finance Portal CLO Monitoring Module you can:
- Track performance and style of CLO Managers.
- Access aggregated information such as Annualized Default Rate, Par Build and Industry Exposures in order to determine a manager's style and trading behavior.
- Easily compare managers side-by-side to identify their strengths, weaknesses, performance, and unique characteristics.
Critical Issuer Analytics
- Analyze issuer exposures across the CLO universe.
- Quickly see deals and managers with the largest exposures to any issuer.
- Track and easily view all historical transactions of CLO assets alongside the daily pricing of assets.
- Gain a complete view of live loan pricing, purchases and sales by managers using advanced graphing capabilities layered with transactional data.
Our CLO Solutions in the Structured Finance Marketplace
- Moody's Analytics Structured Finance Portal is now powering a select offering of best-in-class CLO analytics and data, available on the Citi VelocityTM platform. Our in-depth analytical capabilities combined with Citi's rich pricing data allows us to introduce a more efficient and consolidated analytical workflow for CLO trading.
- Moody's Analytics is proud to have won Global Capital's CLO Data Provider of the Year award for two years in a row.
Moody's CreditView - CLO & Structured Credit service offers in-depth research from our sister company Moody's Investors Service, as well as performance data and analytical tools for CLO 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.
Senior Director, Financial Engineering
David focuses on the use of emerging technologies to develop analytic and data solutions for the structured finance market. Previously, he managed global operations for the structured finance valuations and advisory group, where his team developed and implemented analytic models for valuing and stress-testing securities across structured asset classes and provided advisory support for risk analysis and regulatory submission.
The CDOEdge tool is a powerful modeling platform for the creation and analysis of cash flow waterfalls in CDO transactions.
Monitor your CDO portfolio, using the robust and flexible Moody’s Analytics software platform for cash-flow analytics.
The CreditEdge platform is the premier model for managing the credit risk of your portfolio of listed firms and sovereigns, globally.
Moody's CreditView delivers an enriched credit risk solution that balances content across research, data and service to enable you to make informed credit decisions in the most time-effective way.
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.
This module of the Structured Finance Portal provides users with more than enhanced metrics, a cash flow engine, global CLO coverage, comparative manager analytics, and market value 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.