vCLO Solutions

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

vCLO 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 Vichara mappings, underlying loan prices and customer dealer data, resulting in a comprehensive framework for advanced bond, portfolio and market analysis.

vCLO is customized to client specific needs and integrates 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 fixed income solutions. vCLO is highly scalable, and efficient through the use of elastic grid processing across client hosted or public clouds.

Key features

Portfolio Analytics Risk Management
  • Bond, portfolio and market analysis
  • Underlying collateral analysis
  • 400+ metrics including MVOC, MVOC Rank%, Par Build, Make Whole, etc.
  • 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
Data Mapping & Enrichment Trading
  • CLO Manager Mapping
  • Industry Mapping
  • Issuer Mapping
  • Daily ratings updates
  • Daily loan price updates
  • Loan mappings across deals using Vichara Ids
  • Best loan record using data across deals
  • 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