Moody’s Wall Street Analytics Enhances US RMBS Cashflow Analytics Tool

Moody’s Wall Street Analytics said Thursday that its cashflow analytics platform, Structured Finance Workstation, has been expanded to offer an extensive library of cashflow waterfalls and loan-level data to meet the needs of structured finance market participants. “The addition of the waterfall and loan-level data library to the Structured Finance Workstation will allow fixed income investors and other market participants to evaluate cashflows in a securitization with greater precision,” said Jacob Grotta, senior director at Moody’s Wall Street Analytics. “The loan-level detail of the library gives users much greater insight into their US RMBS positions.” The integrated deal library contains waterfall models and loan-level information on current US subprime securitizations, and offers full CDO analysis capabilitites. In the coming months, MWSA said it plans to expand the deal library to include prime, Alt-A, and asset-backed securities in the US and EMEA — not surprising, since there isn’t exactly a lively market for subprime RMBS right now, or likely anytime in the near future. The company said that the addition of loan-level data and editable waterfalls to the Structured Finance Workstation is a direct response to requests for a tool that brings greater transparency, flexibility and precision to investment analysis in today’s RMBS market. For more information, visit http://www.wsainc.com.

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