Structured Finance Data Feeds | Moody's Analytics

Register for the Course

There are no sessions currently scheduled

Moody’s Analytics Structured Finance data set includes historical loan, pool, bond, and property level data collected across asset classes. The Structured Finance database is drawn from the monitoring reports of every major servicer/trustee and is further enhanced with extra data fields from various sources

Our Coverage

30,000 Securitizations and 600,000 CUSIPs available for the following asset classes:

Auto Floor Plans	CLO	Equipment Loans
Auto Loans	CMBS	Non-Auto Floor Plans
Auto Lease	Credit Cards	RMBS
CDO	Equipment Lease	Student Loans

Extensive Global Coverage and Premium Data Fields: Moody's Analytics covers 99% of CDOs, CLOs, Consumer ABS, RMBS Agency, RMBS Non-Agency, and CMBS globally with premium data fields including:

Appraisals	Financial Ratios	Manager Style	Servicer Charge
Default	Limited Borrower Benefits	Property Level Data	Updated FICO

Regulatory Fields: Available for CDO/CLO, Consumer ABS, RMBS, CMBS, EMEA and APAC:

Attachment/Detachment Points*	Extrapolated Macroeconomic Scenarios
Cash Flows	IFRS9/CECL
CCAR/DFAST/EBA/PRA	MA Vetted Assumptions
Credit Model Results (PD, LGD, Prepayment)**	SFA
Delinquency Data	Solvency II
Estimated OTTI/OCI	SPPI Data
Expected Loss/Impairment	SSFA

*These items not available in China and Japan.

**Loan-level for CDO/CLO, RMBS, CMBS, and EMEA UK. Pool-level for Consumer ABS, EMEA non-UK, and APAC.

Market Risk Fields: Available for CDO/CLO, Consumer ABS, RMBS, CMBS, EMEA, and APAC:

Accrued Interest	Convexity (Par)	Effective Duration (Spot)	Spread Duration
Annualized Duration to Worst	Convexity (Spot)	Location Duration	Stated Maturity Years
Annualized Modification Duration	Current Yield	Macaulay Duration	Yield to Maturity
Annualized Yield to Maturity	Discount Margin	Maturity Years	Yield to Option
Annualized Yield to Worst	Duration to Worst	Modified Duration	Yield to Put
Asset Swap Spread	DV01	Nominal Spread	Yield Value of 32nd
Average Life	Effective Duration (Par)	OAS	ZVO

Conduct portfolio surveillance and augment your data for credit model building or regulatory needs

Achieve asset-level transparency through detailed loan-level data for RMBS, CMBS, and CLO securitizations.
Fill data gaps when building or benchmarking credit models and methodologies using historical deal and loan level data.
Instantly retrieve summary statistics for your portfolio, including top industry and holdings exposure.
Customize your portfolio surveillance workflow using hundreds of data points across our deal, pool, loan, and bond database.
Gain valuable investment insight by tracking deal performance using our customizable view and graphing functionality.

Product Brochure

Download

ABS Solutions

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.

Agency Solutions

Moody's Analytics provides comprehensive coverage via our Agency deal library and data feed, and supports extensive use cases via our APIs.

CLO Solutions

Moody’s Analytics provides CLO market participants with award-winning, end-to-end solutions, available via multiple delivery methods.

CMBS Solutions

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.

RMBS Solutions

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