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Portfolio Analyzer is a powerful risk management and valuation tool for consumer lending portfolios as well as RMBS and ABS tranches.
Forecast probabilities and loss given defaults, prepayments and valuations.
- Robust coverage of major U.S. consumer lending asset classes, including credit cards, student loans, auto loans and leases, equipment loans and leases, mortgages, and Small Business Administration loans, residential mortgage-backed securities and asset backed security tranches.
- International coverage, including a range of asset classes covering UK credit cards; UK prime, subprime, and buy-to-let (BTL) MBS; Netherlands and Germany MBS; and auto loan ABS and more.
- Includes more than 40 different collateral models, such as econometric models for constant prepayment rates (CPR), constant default rates (CDR), loss given default (LGD), and delinquencies.
- Flexible platform with customizable model parameters and risk buckets.
- Easy to use interface with flexible and secure data entry/updating and exporting.
Effectively analyze consumer credit risk and ABS and RMBS transactions
- Leverage built-in stress scenarios from the Federal Reserve and Moody’s Analytics.
- Enhance your analyses with user-defined custom scenarios.
- Estimate PDs, LGDs and prepayments under stressed scenarios.
- Assess future credit loss, capital estimates, and VaR contribution.
- Analyze loans and future originations, vintages and credit scores.
- Devise pricing and screening borrowers' risk levels at origination.
- Detect deterioration early with robust monitoring features.
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.
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.
Moody’s Analytics offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.
Simplified Supervisory Formula Approach (S)SFA
Moody's Analytics Simplified Supervisory Formula Approach solution delivers advanced technology for calculating capital adequacy.
Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Structured Finance Buy-Side Solutions
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.