Customized vCLO Finance Strategies

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.

vCLO is high performance valuation and risk analysis platform for traders, portfolio managers and risk managers. vCLO combines Intex’s cash flow engine and loan level data with Vichara mappings, daily loan prices, daily loan ratings and customer dealer data to provide comprehensive platform to better analyze bonds, deals, CLO managers, portfolio movements and issuers.

vCLO is customized to client specific requirements and integrates third party or proprietary data, analytics and credit models. vCLO fits seamlessly within Vichara’s cross-asset enterprise platform for fixed income.

KEY FEATURES

PORTFOLIO ANALYTICS

  • Bond, portfolio and market analysis
  • Granular collateral analysis
  • 400+ metrics including MVOC, MVOC Rank, Par Build, Make Whole, etc.
  • Advanced leveraged loan analytics

RISK MANAGEMENT

  • Multi-scenario cash flow forecasting and valuation for bonds, portfolios and the CLO universe at loan, group or deal level
  • Deterministic and stochastic modeling under varying interest rate and credit scenarios
  • Integration of proprietary and third party data, analytics and risk models

DATA MAPPING & ENRICHMENT

  • 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

TRADING

  • Relative value analysis across the universe of CLO bonds, portfolios and historical trades
  • Comparisons of bonds and portfolios against custom cohorts
  • Automated BWIC & offers processing with price talk generation via integrated pricing models
  • Trade history and market color analysis
  • Convenient web-based interface for drilling into bonds, collateral and producing reports