Moody's Analytics is pleased to announce the release of versions 5.3 and 5.4 of the RiskFrontier™ software. The latest version includes the following enhancements:
GCorr 2018 Updates
The GCorr model has been updated with the latest available data. The correlation modules that were updated include: GCorr Corporate, Emerging Markets, U.S. Commercial Real Estate, Canada Commercial Real Estate, U.S. Retail, Canada Retail, GCorr Macro, and Interest Rate Risk. GCorr Macro 2018 was expanded to cover inflation variables for select countries including Canada, Australia, China, and other European countries. China GDP and China Unemployment Rate were also added to GCorr Macro 2018.
CSV Import Feature
In the RiskFrontier 5.4 release, you can import data in comma separated value (CSV) format. The 28 most frequently used tables are supported in this version. This feature allows another method of getting data into the system and is useful for cloud based installations.
Mark Your Favorite Reports Feature
The application now enables you to designate selected reports as favorites. Marking favorite reports provides quick and easy access to those reports multiple times for analysis and comparison. The Mark Favorite button is available in the Portfolio Overview Report and the Exposure Results Report when viewing reports in single-view mode.
Active Directory Security Group Linking
Active Directory (AD) security groups can now be linked to RiskFrontier workgroups using the Authentication Authority feature. This feature provides a convenient method for system administrators to synchronize an AD security group user with a RiskFrontier workgroup.
Through-the-Cycle EDF Data Feed
For subscribers of the Moody’s Analytics CreditEdge™ solution, the RiskFrontier Dataloader tool has been enhanced to automate the entry of Through-the-Cycle (TTC) Moody’s Analytics Expected Default Frequency (EDF™) data into the system. Users can control the data's order of precedence for use in analyses via the data settings.
- In the RiskFrontier 5.4 release, the import performance for bond, loan, and lease instrument types has been improved.
- The CDO module has increased performance when analyzing large homogeneous pools.
- The Data Management feature has been enhanced to allow removal of unused historical data including counterparty financials, counterparty PDs, counterparty ratings, instrument ID and instrument rating. Removing unused data keeps the database lean and improves performance.
- Nihil Patel, Senior Director, Product Management
- Atit Wongnophadol, Assistant Director, Product Management
- Yiting Xu, Assistant Director, Research
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