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A-Team Insight Blogs

S&P Further Enhances ABSXchange Loan Analytics Platform

Following enhancements made to ABSXchange, S&P’s structured finance and whole loan analytics platform, European ABS market participants will be able to perform more robust analysis of structured finance and whole loan transactions.

The latest release of ABSXchange introduces a series of enhancements to the platform’s portfolio analysis capabilities and a new collateral analytics module which will allow users to edit deal collateral within existing securitised transactions or upload custom securitised or un-securitised (whole loan) pools. The module will also facilitate pool stratification and loan level valuations. Meanwhile, a series of workflow improvements have been made to benefit end-users, including the ability to stress triggers in the portfolio analytics module.

ABSXchange continues to expand its coverage of the EMEA ABS, RMBS, CMBS and CLO universe, and Australian RMBS, with over 200 new cash flow models added in 2010, including pre-issuance models for the growing number of new EMEA deals.

ABSXchange allows users, including ABS portfolio managers, risk managers, researchers, traders and credit analysts to evaluate performance data from across the universe of publicly rated, securitised credits, to project deal cash flows and to monitor their portfolios.

David Pagliaro, director, Valuation and Risk Strategies, says: “The introduction of a powerful collateral analytics module to ABSXchange demonstrates Standard & Poor’s commitment to support growing demands for the ability to analyse loan level data in the securitised and whole loan markets. The new module will allow users to perform statistical and time series analysis and run cashflow projections on a pool of individual loans, providing a more accurate picture of the value of the underlying collateral.”

ABSXchange is part of S&P’s Valuation and Risk Strategies division, which operates separately from the ratings business and provides market intelligence and analytics for risk driven investment analysis.

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