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.
We provide clients with an engagement team and analytical support to facilitate a thorough understanding of the models and outputs required for internal reporting and regulatory submission. Advisory projects often cover stress testing analytics, internal risk ratings, regulatory capital optimization, and model validation. Advisory support includes sensitivity testing, reverse stress testing, benchmarking, and full submission analytics, along with subject matter expert consultation. We also offer validation services for our clients' models.
Our customized solutions help financial institutions design and implement data or analytic systems that can incorporate our proprietary models or any third-party models. Our developers are expert in both best-in-class programming frameworks and structured finance analytics, allowing us to build robust systems or focus on specific development areas.
We are not a market maker and do not have a trading platform. We provide an independent third-party view uninfluenced by proprietary market positions.
Structured Analytics and Regulatory Support
Moody's Analytics has assisted many CCAR/DFAST banks and insurance companies, including several G-SIFIs, in producing analytics and reporting for regulatory submission and internal risk management. We cover every step of the process, including verification of model applicability, model and process validations, parallel runs, benchmarking and providing context for results, and reporting for both preliminary and final submissions. Click here to learn more about our Structured Finance Portal Regulatory Module.
Dedicated Client Service
Client service is of paramount importance in advisory engagements. We utilize a range of professionals to deliver best-in-class service. For example, financial engineers tackle the most technical requests, while relationship managers oversee all aspects of engagements. We engage senior professionals across Moody’s Analytics, from economists, quantitative research analysts, accountants, and systems/software developers to provide additional expertise and insight.
David is a Structured Finance professional with 10+ years of experience covering all asset classes across risk management, market analytics and regulatory use-cases. He currently provides solutions for the structured finance market, covering investors, issuers, underwriters, trustees and regulators.
Auto Portfolio Analyzer
APA is a powerful risk management, stress testing, and capital allocation tool for analyzing the credit risk of auto loan portfolios and auto ABS collateral.
CECL Data Solutions - Historical Backfill
CECL Data Solutions - Historical Backfill provide a full loan-level dataset across multiple asset classes.
The CreditEdge tool is the premier model for managing the credit risk of your portfolio of listed firms and sovereigns, globally.
Global Economic Data & Forecasts
Leverage economic, demographic, and financial data, forecasts, and scenarios for the global economy.
Economic Forecast Scenarios: Regulatory
Moody's Analytics provides meaningfully expanded forecast scenarios based on projections provided by governing authorities for better stress testing.
Economic Forecast Scenarios
Moody's Analytics provides baseline economic forecasts and alternative scenarios for 100+ countries and aggregates, updated monthly.
Mortgage Portfolio Analyzer
This powerful risk management, stress testing, and capital allocation tool helps you analyze the credit risk of residential mortgage portfolios and RMBS collateral.
Moody’s Analytics Portfolio Analyzer is a powerful risk management and valuation tool for consumer lending portfolios as well as RMBS and ABS tranches.
Structured Finance Application Programming Interfaces (APIs)
Access Moody’s Analytics economic, credit, cash flows models and data for a universe of global securitization asset classes via APIs.
Structured Finance Data Feeds
These data feeds provide access to various Structured Finance data across asset classes, and is drawn from monitoring reports of major servicers and trustees.
Structured Finance Evaluated Pricing Solutions
Structured Finance Evaluated Pricing Solutions provide customizable valuation tools for global structured finance securities and bank loans.
Structured Finance Portal
This portfolio analysis solution, comprised of three separate modules, helps monitor performance, conduct cash flow analytics, and generate regulatory metrics.
Structured Finance Portal Regulatory Module
The Regulatory Module helps banks and financial institutions meet their structured finance regulatory needs.
Structured Finance Valuation & Advisory Solutions
Structured Finance Valuation & Advisory Solutions allow you to manage risk through best-in-class service