Structured Product Analytics & Private Credit Modeling
CLO, ABS, CMBS analytics with industry-leading structured deal waterfalls and private credit modeling, all in one platform.
Industry-leading structured deal waterfalls, private deal modeling, and on-demand pricing, in one analytics engine.
G-spread, I-spread, Z-spread, ASW, and DM, computed across 19 workout conventions in a single pass.
RMBS, CMBS, ABS, CLOs, CMOs through industry-leading structured deal waterfalls; private bonds, loans, MBS/RML, OTC derivatives through the Private Deal Author.
C++ compute grid with Python bindings. On-demand analytics, unmetered, no capacity planning.
Everything the broker-dealers portfolio needs, driven by a single analytics engine.
Structured Product Analytics
Complete transparency into every deal trigger, collateral model, and reinvestment assumption for public or private structures. Structured deals are modeled through their actual payment priorities, step-up triggers, and reserve accounts under user-defined scenarios. Industry-leading structured deal waterfalls across the full market.
- RMBS, CMBS, ABS, CLOs, and CMOs with industry-leading structured deal waterfalls
- Tranche-level cash flow modeling with full waterfall logic
- Direct control over collateral valuation models
- Prepayment, default, loss severity, and recovery assumptions
- Mezzanine and equity tranche analytics
Private Deal Author
Model instruments not covered by the Security Master Database. Users define instruments through a structured data schema. Once authored, a private security runs through the same valuation engine and scenario projections as any public instrument.
- Private bonds, fixed payment loans, private MBS & RML
- Private CLO/ABS and other structured vehicles
- Unfunded commitments and OTC derivatives
- Same analytics engine as public instruments
- Organization-level permissions for confidential deals
Industry-leading Structured Deal Waterfalls
Prepriced data model ZIP files can be uploaded directly to FinX AMP for seamless integration into the analytics workflow.
- Direct upload of prepriced data model ZIP files
- Seamless integration with the FinX analytics engine
- Industry-leading structured deal waterfall logic preserved
- Scenario analysis on top of structured deal waterfalls
- Combined public and private deal analytics
Pricing & Valuation
On-demand analytics for any calculation, any portfolio size, available immediately. Yield, spread, duration, and key rate analytics at every evaluation date across thousands of scenario paths.
- Real-time pricing across all fixed income asset classes
- OAS with selectable interest rate models (lattice, Monte Carlo)
- Nineteen workout conventions evaluated in a single pass
- Five spread measures per workout (G-spread, I-spread, Z-spread, ASW, DM)
- Shock analytics for interest rate and credit spread sensitivity
Model Transparency
Access the FinX Library to call individual subroutines, control data inputs and workout assumptions. Quantitative developers and model review teams can replicate production analytics with alternative assumptions.
- JupyterHub environments with direct library access
- Call individual valuation and risk subroutines
- Control data inputs, prepayment models, and assumptions
- Python SDK for programmatic analysis
- Full audit trail of inputs and calculation history
Enterprise Infrastructure
Auto-scaling compute grid built to handle intensive workloads. Implemented in C++ with Python bindings to maximize performance and developer experience.
- SOC 2 Type II certified
- Auto-scaling compute: no capacity planning required
- Millions of instruments in the Security Master Database
- On-demand, unmetered service
- REST API and Python SDK access
Real-world impact
Full portfolio coverage
A specialty credit firm needed to run valuations and calculate the full risk profile across scenario paths, with private holdings entering the same workflow as public securities. FinX AMP expanded asset class coverage across the full range of public and private instruments and gave their teams on-demand analytics via web application, API, or JupyterHub.
See structured product analytics in action
Request a demo to see industry-leading structured deal waterfalls, private deal modeling, and on-demand pricing for your portfolio.