Risk managers, ALM professionals, and compliance teams face mounting pressure to deliver speed, accuracy, and transparency in today’s volatile markets. Fragmented systems, manual processes, and evolving regulatory demands make these challenges even harder to manage.
To address these pain points, Moody’s has partnered with Quantitative Risk Management (QRM)—integrating Moody’s Structured Finance Cash Flow API directly into QRM’s Risk Framework™. This collaboration empowers financial institutions to model, monitor, and manage risk with greater precision, efficiency, and confidence—all within the workflows they already trust.
A powerful new integration
Through this collaboration, Moody’s Structured Finance Cash Flow API is now integrated directly into QRM’s Risk Framework™, one of the most widely trusted platforms for asset liability management (ALM) and enterprise risk analytics.
This seamless integration enables institutions to access Moody’s market-leading structured finance models—across all major asset classes—within the same environment they use to run balance sheet, liquidity, and interest rate risk analysis.
The result: deeper insight, more granular analytics, and dramatically improved operational efficiency and decision-making.
Extended capabilities, built for today’s demands
QRM clients can now provide comprehensive asset cash flow projections natively inside QRM’s ALM workflows. This gives risk teams the tools to:
- Align structured asset performance with deposit and loan behavior
- Conduct more precise liquidity, capital, and interest rate risk assessments
- Maintain full flexibility and control within QRM’s existing modeling framework
The integration also leverages Moody’s secure and scalable APIs, supported by automated SFTP data downloads. This reduces manual intervention, streamlines updates, and ensures timely, consistent data delivery.
Strengthening transparency and regulatory alignment
In a landscape where regulatory clarity is crucial, the enhanced solution addresses key compliance and reporting requirements. QRM users can now access these key features:
- SPPI testing
- SSFA capital calculations
- Impairment analytics
All reporting is embedded directly into QRM’s framework, helping institutions simplify supervisory processes and reduce operational risk.
Key benefits for financial institutions today
- Holistic Risk Management: Model structured finance cash flows alongside deposit and loan behavior under unified macroeconomic scenarios for a clearer view of enterprise risk.
- Operational Efficiency: API-driven connectivity and automated ingestion reduce manual steps—and the potential for error—freeing teams to focus on strategic analysis.
- Better Decision Support: Deal-level accuracy enhances portfolio optimization, informs ALCO discussions, and supports more confident planning and forecasting.
Looking ahead
This collaboration is now rolling out globally to QRM clients, bringing advanced structured finance modeling to institutions seeking stronger insight and greater confidence in today’s complex environment.
Learn more about Moody’s Structured Finance Solutions or request a demo today to see how our combined capabilities can transform your risk strategy.