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Advanced CLO Pricing and Analytics Tools Shown at Industry Conference

February 26, 2015
5 min read

New York, NY (PRWEB) February 26, 2015 -- Thetica Systems launched expanded portfolio analysis tools to a record number of attendees at the recent SFIG conference in Las Vegas. Industry professionals can now quickly analyze and price lists of CLO bonds using personal insights, preferences and scenarios for these securitized instruments.

"As long-time data integrators for the structured products market, we've consistently used client feedback to add to our modules and give them an extra edge," notes CEO Ariel Yankilevich. "As a result, our clients can fully implement their business logic for CLO portfolios with ease and speed even when markets vary. We are delighted to roll out this expanded CLO module for 2015."

Additional module functions include:

  • Power to price the entire CLO universe daily per scenarios and discount margin/yield levels they choose
  • Ability to rapidly run risk and exposure analysis on the entire portfolio
  • Screen bonds on more than seventy different characteristics, including specialized cashflow metrics
  • Easily use customized bond metrics
  • Screen on industry exposures such as Oil and Gas.

Thetica Systems also provides similarly customized modules for RMBS, CMBS, and ABS such as student loans. The platform developed by Thetica Systems offers high-speed analytics capable of running any number of bonds simultaneously under various scenarios, fully customizable for precise forecasting and analysis, utilizing a wide range of data sources and client or third-party credit and default predictions, with full automation of reporting, calculation jobs, and other lengthy manual processes.

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