V* CLO is a suite of software modules aimed at the analysis of CLOs, CBOs, CDOs, TRuPs, and other corporate-credit-linked securitizations. The solutions leverage Intex deal waterfall models, run on Windows and Linux platforms and provide unprecedented results in improving investors’ decision support, risk management, surveillance, and accounting procedures.
- Multi-scenario pricing and risk reporting
- Portfolio- and single-security reporting tools
- Grid based computing framework
- Direct integration with proprietary risk models
- Default, severity, and voluntary prepayment rates at the loan, pool, or deal levels
- Fully featured interest rate curve builder
- Support for Intex modes that control deal triggers, external credit enhancements, optional calls