V* CLO Solutions

Vichara’s V* Solutions sets a new standard in high-performance computing for trading support, valuation and risk management software for the fixed income market participants.

V*CLO is high performance valuation and risk analysis platform for traders, portfolio managers and risk managers operating in the CLO market. The system combines Intex’s cash flow engine and loan level data with underlying portfolio prices and customer trade data, resulting in a comprehensive framework for advanced bond, portfolio and market analysis.

V*CLO is customizable to client specific needs and can integrate third party or proprietary data, analytics and credit models. The system fits seamlessly within Vichara’s cross-product platform as part of an enterprise-wide structured credit solution. V*CLO is fully scalable, and highly efficient through the use of grid processing across client hosted or public clouds.

Key features

Portfolio Analytics Risk Management
  • Bond, portfolio and market analysis
  • Underlying collateral analysis
  • Market value coverage and relative value analysis
  • Advanced leveraged loan analytics
  • Multi-scenario cash flow forecasting and valuation for bonds, portfolios and the CLO universe at the loan, group or deal level
  • Deterministic and stochastic modeling under varying default, recovery, prepayment and interest rate scenarios
  • Integration of proprietary and third party data, analytics and risk models
Reporting & Compliance Trading
  • Ability to create custom views, dashboards and reports
  • Web-based, PDF or Excel viewing
  • Data visualization
  • Data export for adhoc analysis
  • Portfolio and deal performance and monitoring
  • Relative value analysis across the universe of CLO bonds, portfolios and historical trades
  • Comparisons of bonds and portfolios against customized cohorts
  • Automated bid list processing and price talk generation via integrated pricing models
  • Trade history and market color analysis
  • Convenient web-based interface for drilling into bonds, portfolios and collateral, generating reports or charts and exporting to Excel