Moody’s Analytics Adds Regulatory Calculations to Structured Finance Portal
March 10 2015 - 8:30AM
Business Wire
Moody's Analytics, a leader in risk measurement and management,
today announced the addition of a Regulatory Module to its
Structured Finance Portal. The web-based tool helps financial
institutions assess the potential accounting and regulatory
treatment of structured finance securities, including calculating
capital ratios and other portfolio metrics for the Comprehensive
Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Tests
(DFAST).
The module leverages the Structured Finance Portal’s library of
global structured finance data to help users measure the potential
accounting and regulatory impact on all securitized asset classes
in their portfolios through an easy-to-use and customizable
web-based interface. All metrics and analytics are based on Moody’s
Analytics’ proprietary credit models and cash flow engines.
“Measuring the accounting and regulatory impact on existing and
prospective structured finance holdings has become increasingly
challenging for financial institutions,” said Andrew Jacobs,
Director at Moody’s Analytics. “Our new regulatory module helps our
customers better understand this impact, while providing greater
transparency, efficiency and additional analytical
capabilities."
The new module applies the Federal Reserve’s macroeconomic
scenarios to forecast deal and tranche cash flows and to calculate
estimated OTTI (other than temporary impairment), simplified
supervisory formula approach (SSFA) metrics and SSFA projections.
It also incorporates the portal’s benchmarking capabilities,
comparative analytics, loan-level content and portfolio-level
reporting and analytics, while providing sensitivity analysis for
regulatory measures.
With the newly enhanced Structured Finance Portal, banks and
financial institutions can compare the regulatory impact on their
portfolios to custom cohorts or the broader structured finance
universe. They can also run model validations, exposure analyses
and cash-flow analytics, as well as point-in-time or forecast
analyses.
For more information, visit sfportal.moodysanalytics.com.
About Moody’s Analytics
Moody’s Analytics helps capital markets and risk management
professionals worldwide respond to an evolving marketplace with
confidence. The company offers unique tools and best practices for
measuring and managing risk through expertise and experience in
credit analysis, economic research and financial risk management.
By providing leading-edge software, advisory services and research,
including proprietary analyses from Moody’s Investors Service,
Moody’s Analytics integrates and customizes its offerings to
address specific business challenges. Moody's Analytics is a
subsidiary of Moody's Corporation (NYSE:MCO), which reported
revenue of $3.3 billion in 2014, employs approximately 9,900 people
worldwide and has a presence in 33 countries. Further information
is available at www.moodysanalytics.com.
Moody’s AnalyticsPranita Sookai, 212-553-4181Associate
Communications
StrategistCommunicationspranita.sookai@moodys.com
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