In today’s shifting landscape, the ability to execute sophisticated private credit cashflow modeling is the ultimate differentiator for asset managers. Moody’s modeling team is dedicated to providing asset managers with the advanced modeling capabilities necessary to navigate the complexities of structured finance and private credit. With a global team of 60+ modelers, Moody’s delivers proprietary insights that empower clients to make informed decisions, mitigate risks, and optimize funding and compliance modeling with precision and speed.
Unlocking value across asset classes
From established structured finance vehicles to the rapid growth of private credit, Moody's provides the modeling infrastructure needed to manage diverse portfolios, ensuring asset managers have the granular data required for high-stakes decision-making. Our specialized modeling capabilities include:
- Private credit: Our advanced engine delivers precise, compliance-ready, and cashflow-driven models for the full spectrum of private credit transactions. We support complex deal types, including Asset Backed Finance (ABF), Facility models, ABS Fund, fund finance, direct lending, synthetic transactions, risk transfer transactions, and many more.
- Traditional structured finance: In-depth expertise in Collateralized Loan Obligation (CLO), including BSL CLO and Middle Market CLO, Residential Mortgage-Backed Security (RMBS), including Agency, Non-Agency, Commercial Mortgage-Backed Securities (CMBS), including Conduit and Single-Asset Single-Borrower (SASB), and Asset-Backed Security (ABS), including Auto loans and leases, Credit Cards, Dealer Floor Plans, Equipment finance, Student and other consumer loans etc.
- Esoteric ABS: We offer advanced modeling for unique Esoteric ABS asset classes, including timeshares, structured settlements, solar loans (such as Property Assessed Clean Energy, or PACE), large-ticket equipment financing, containers, whole businesses, cell towers, and many more.
We cover all collateral classes, such as:
- Residential and commercial mortgages
- Consumer and corporate loans
- Income-driven assets
- Equipment financing
- Private reverse mortgages
- Aircraft and aviation assets
- Data centers
- Home improvement loans
Whether it’s multi-currency funds, structured facilities, or bespoke fund finance solutions, our modeling capabilities ensure accuracy, transparency, and scalability for both direct and indirect lenders.
Our global presence extends across Europe, the Middle East, Africa, Australia, and Japan, enabling us to support a diverse range of clients worldwide and manage complex deal structures seamlessly around the clock. The modeling team serves as an extension of our clients’ expanding analytical workflows, offering a wide range of services, including indenture and report-based structuring, analytics, and modeling support. Our expertise spans from primary deal structuring and ongoing triage to reverse engineering, continuous model maintenance on refinancings and resets, as well as portfolio monitoring and advanced analytics. Central to our capabilities is Moody’s cash flow engine, which enables the structuring of hypothetical credit-based risk scenarios, providing clients with powerful tools to assess potential risks and optimize portfolio performance.
High volume and scalable capacity
With the ability to model 250–400+ new transactions per month, the Moody’s modeling team adapts to market conditions and client demand. Supported by subject matter experts in compliance and cash flow modeling, our modeling team makes sure that our clients receive timely and precise insights.
Fast and predictable turnaround times
Moody’s dedicated modeling team is committed to delivering swift and reliable turnaround for model requests, providing clients with essential insights precisely when they need them. New standard modeling requests are delivered within 1-2 business days, while non-traditional esoteric deal structures are modeled within 2-5business days on average. By harnessing streamlined processes and leveraging automation and real-time data sourcing from hundreds of sources, we are allowing asset managers, banks, issuers, and counterparties to make informed decisions without unnecessary delays.
Deep private credit modeling expertise
Moody’s excels in providing comprehensive modeling solutions for complex private credit structures. Our expertise encompasses a wide range of financial products, enabling clients to navigate the intricacies of private credit with confidence. With our timely insights, asset managers, banks, and counterparties can capitalize on investment opportunities and refine their strategies effectively.
Coverage metrics transparency
We are committed to transparency in our modeling capabilities. Our team monitors and publishes transaction data based on verifiable documents and authoritative sources for deal modeling. This includes reporting on model coverage percentages, data access rates, and model updating status across multiple asset classes. For example, the Global CLO Library shows 97% model coverage, 91% data access, and 85% model update.
Automation & real-time data integration
Our advanced automation capabilities include an end-to-end data pipeline from monthly performance data sourcing, extraction, to model updating data that is refreshed, calculated, and integrated within hours, with key datapoints integrated in minutes, allowing for near real-time insights that enhance decision-making. Discover how Moody’s modeling capabilities can enhance your asset management strategies and drive better investment outcomes. With our expertise, coverage, and commitment to efficiency, asset managers can confidently navigate the complexities of today's financial landscape.
Discover how Moody’s private credit cash flow modeling and structured finance expertise can transform your asset management strategies and drive better investment outcomes. With our technical precision, coverage, and commitment to efficiency, asset managers can confidently navigate the complexities of today's financial landscape.
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Moody’s structured finance solutions
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