Moody’s Analytics Enhances Structured Finance Workstation Platform

Moody's Analytics has enhanced its Structured Finance Workstation (SFW) platform by integrating macroeconomic forecast data from Moody's and credit risk modeling from Moody's Mortgage Metrics with the platform's existing cashflow analytics tools.

‘Investors can now access integrated economic forecasts, credit risk modeling and securities valuation through a single platform," says Jacob Grotta, managing director of Moody's Analytics. "The combination of these services gives investors a powerful and flexible tool with industry-leading analytical capabilities."

The enhanced SFW platform integrates macroeconomic forecasts to generate constant prepayment rates (CPR) and constant default rates (CDRs) based on individual loan characteristics. The corresponding CPR curves and CDR curves feed directly into SFW, which combines the waterfall with loan-level data to generate cashflows and valuations for the entire capital structure or a single tranche.

The SFW platform performs cashflow analytics on asset-backed securities, residential mortgage-backed securities and commercial mortgage-backed securities transactions.

SOURCE: Moody's Analytics


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