Auto Portfolio Analyzer
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Auto Portfolio Analyzer (APA) is a loan-level software platform for analyzing the credit risk of auto loan portfolios and collateral pools underlying auto asset-backed security (ABS) transactions. APA incorporates thousands of macroeconomic paths and loan-level models for estimating probabilities of default and prepayment.
Leverage a powerful risk management, stress testing, and capital allocation tool
- Calculate expected loss, economic capital estimate, and contribution to value at risk (VaR) for risk and capital management purposes.
- Customize model parameters at the loan level, vectors of multipliers for default, prepayment, severity, and recovery lags.
- Perform loan-level analyses, producing detailed modeling of loan characteristics and behaviors.
- Estimate probability of default, prepayment, severity, and losses, using Federal Reserve scenarios and user-defined macroeconomic scenarios for stress testing.
- Build and deploy fully transparent custom models in the same platform.
Implement a single framework for capital allocation, stress testing, and portfolio sensitivity analyses
- Generate monthly profit and loss (P&L) cash flows for pricing, and integration with ABS and asset and liability management (ALM) systems, using a multi-period framework.
- Determine loan-level cash flows for pricing and discounting.
- Run a mixed portfolio of auto loans, including prime and subprime, used and new cars, and direct and indirect auto loans.
- Analyze seasoned loans, new loans, and future originations.
- Quickly run large portfolios using multi-threaded technology.
- Utilize a simple and intuitive user interface and a fully programmable application program interface (API).
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.
Allowance for Loan and Lease Losses (ALLL)
Calculate fast, accurate reserves for loan and lease losses with our cloud-based ALLL solution.
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Proactively monitoring the financial health of borrowers and the risk level of your loan portfolio increases the profitability of your lending business.
Credit Risk Modeling
Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
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Moody's Analytics Simplified Supervisory Formula Approach solution delivers advanced technology for calculating capital adequacy.
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Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance investors.
Structured Finance Risk & Regulatory Solutions
Moody's Analytics produces regulatory analytics and best-in-class advisory services that create confidence and allow our clients to manage their structured finance risk via our Structured Finance Portal Regulatory Module.