At SCDM, we approach every business relationship with a firm commitment to earn and retain our client's trust. It is a critical component of every data management and IT solution we deliver. For us, the true benchmark of success is being there when clients need us most and coming through when challenges are greatest. That is how we have built and continue to build lasting trust.
When you need a teammate to help your business to soar to new heights, we'll be up to the challenge.
A dedicated data management effort is key for effective risk- and portfolio management as reporting is not standardized in credit markets. Generally, lots of information is available, however it mostly comes in non processable formats and from many different sources that call for extraction and better storage.
With over twelve years of experience, we have developed a dedicated application to extract data from PDF documents, called S-400. Using S-400, we are extracting information with minimal manual interaction and thus guaranteeing highest data quality with unparalleled processing speed.
We not only specialize in extracting standard market values, but also offer customized data management to our clients.
ABSBridge® is a market view driven analytical platform for investors in the Structured Credit market. It allows for easy comparison of transactions between each other and indices in order to discover relative value.
It also includes BWICs and a price parsing service for broker/dealer bids and offers.
ABSGate® is a business intelligence solution for investors in the Structured Credit market. It centralizes business-relevant information to a single point where it can be quickly accessed and utilized, including third party data as well as investor generated data.
ABSGate® also integrates many of the processes done by investors, such as overlap analysis or market value over-collateralization coverage cushion calculations.
It further has a comprehensive reporting feature that allows for creating custom reports.
CSOGate® is an advanced analytical platform for investors in Collateralized Swap Obligations (CSOs). It allows for easy access of all relevant information including master- and monitoring data as well as market data such as CDS spreads on transaction/ portfolio level and also single name level.
CSOGate® incorporates a n-factor Gaussian Copula model that allows for pricing of CSO tranches including the possibility of making detailed assumptions on single name level. It further allows for an impact analysis of potential portfolio switches on tranche MTM as well as potential subordination gains and losses.
It also offers a customized reporting containing historical evolution of price, WAS, WARF, subordination, Rating, industry and country stratification as well as a default scenario analysis.
Cascade® is the most advanced cashflow modeling tool for structured credit products.
Cascade® offers unparalleled flexibility. Cashflows can be projected using pre-set assumptions, assumptions per asset class/group or assumptions for any single asset. It supports scenario runs, stress test runs, solving for any kind of input as well as Monte Carlo simulations.
Cascade® is connected directly with ABSGate® and pulls all necessary monitoring data automatically.
Putting together our technical and data management capabilities and the close relationship with Frankfurt School of Finance & Management, we are offering transparent, reliable and independent valuations of any kind of financial instruments through our subsidiary AVS-Valuation GmbH.
We have always been committed to unlock value and productivity through research. Some of our work has been peer-reviewed and published other things are just crazy ideas we had.
We are happy to share not only what we have conducted or sponsored ourselves but also material we found to be very interesting through our literature review.
Moody's Corporation (MCO) announced today that it has acquired the structured finance data and analytics business of SCDM, a leading provider of analytical tools for participants in securitization markets.
SCDM, based in Frankfurt, serves a primarily European client base. The acquisition further extends the geographic footprint of Moody's Analytics' structured finance business and expands the capabilities of its growing data, analytics and reporting solutions.
"The addition of SCDM's platform broadens the range of our solutions for global structured finance professionals," said Gus Harris, Executive Director of Moody's Analytics' structured finance unit.
Moody's Analytics' solutions for the securitization market include extensive loan- and pool-level data for securitized assets, as well as cash flow analytics, risk monitoring and credit modeling tools, covering all major asset classes worldwide. Access is provided through a variety of distribution platforms, including the Structured Finance Portal, bulk data feeds and application program interfaces (APIs).
The terms of the transaction were not disclosed. The acquisition was funded from international cash on hand and is not expected to have a material impact on Moody's earnings per share in 2017.
Further information about Moody's Analytics' leading Economics and Structured Analytics Solutions is available at: http://www.moodysanalytics.com/Products-and-Solutions/Structured-Analytics-and-Valuation
