Structured Finance Application Programming Interfaces (APIs)
Register for the Course
Access Moody’s Analytics economic, credit, cash flows models and data for a universe of global securitization asset classes via flexible contracting options and cutting edge content delivery platforms such as local/hosted APIs, microservices, iFrames and Excel® Add-In.
Leverage an end-to-end integration of Moody’s Analytics economic, credit, and cash flow models
- Analyze structured holdings as part of larger fixed income platforms by linking Moody's Analytics structured finance data, asset/liability cash flows, and analytics into third-party as well as in-house applications.
- Forecast and stress test whole-loan and structured credit portfolios by running pre-defined or custom macroeconomic variables such as interest rates, HPI, GDP, and unemployment.
- Analyze portfolios of structured securities by creating static scenario forecasts of interest rates, prepayments, defaults, delinquencies, and loan modifications.
- Analyze periodic default credit measures, forward-looking default probabilities, and other risk metrics using Moody's Analytics or third-party credit/prepayment models.
Access global coverage for Moody's Analytics Structured Finance Waterfall Libraries
- Access our waterfall libraries of over 40,000 cash flow models integrated with a corresponding asset class specific credit model.
- Our credit and cash flow models cover global capital markets and asset classes including agency and non-agency RMBS, ABS, CMBS, CDOs, and other esoteric structured products.
- Use standardized data that is drawn from major servicer/trustee reports.
Speed and Scalability
The Moody's Analytics API has outperformed on a wide range of demanding use cases, from multi-threaded deal analytics to stochastic simulations. Our API integrations scale easily in most multi-server environments and can be implemented under various load balancing schemes. The API can be configured to run analytics using actual collateral data, or to optimize performance times by using rep-lines or aggregate pools, provided by the Moody's Analytics deal model.
Perform advanced analytics on Structured Finance portfolios
- Instantly retrieve necessary regulatory and accounting metrics such as estimated SFA, SSFA, RWA, OTTI/OCI, AP/DP, SPPI, and PD/LGD.
- Measure the impact on market and portfolio risk metrics such as OAS, duration, convexity, yield to maturity, and DV01.
Consulting and Developer Support
Clients receive individualized support from our product analysts who specialize in business process design, product management and API implementation. We include complete reference documentation and use case specific sample solutions. Local API installation is available for generating cash flows, and a web services solution is available for remote access to deal library reference data and analytics.
Portfolio Analytics & ALM Solutions
- The Structured Finance API has been integrated with many specialized ALM, trading, valuation and risk analytics providers in the fixed-income space. Such partnerships have enabled market participants to access Moody's Analytics structured fixed-income data, as well as credit and cashflow models, to manage their pricing and risk analytics strategy in order to ensure cost and operational efficiencies.
- Moody's Analytics models provide users with a valuable tool for generating prepayment, default and loss forecasts for loans, pools and securities across a wide range of asset classes that are critical inputs to pricing, risk management, accounting and regulatory reporting.
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.
Moody's Analytics provides comprehensive coverage via our Agency deal library and data feed, and supports extensive use cases via our APIs.
Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.
Moody's Analytics CMBS Solutions provide market participants with advanced deal cash flow analytics, comparative deals and specific commercial loan and property income and valuation details.
Moody's Analytics provides market participants with end-to-end, customizable, and advanced solutions for Non-Agency RMBS and analytics.
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.
Structured Finance Sell-Side Solutions
Moody’s Analytics offers a number of solutions for sell-side structured finance market participants