CDO CALC

provides an extensive, accurate, and timely database of Collateralized Debt Obligations (CDOs) deal models and analytics covering:

• Collateralized Bond Obligations (CBO)
• Collateralized Loan Obligations (CLOs)
• Synthetic CDOs
• ABS-backed CDOs (ABS CDOs)
• Trust Preferred CDOs
• CDO-backed CDOs (CDOs of CDOs)

is a user-friendly web-based CDO application for investors. It is powered by our industry-leading CDOnet software, which is currently used by over 70 asset managers, trustees, investors, and issuers to handle all aspects of CDO transactions. allows you to run price-yield analytics on CDO tranches, project cash flows and coverage tests, download collateral information, track exposure across portfolios of CDO equity pieces, and much more. Over 300 deals in our CDO database are currently accessible through , and our coverage increases daily.

Analytic Functionality and More:

• Run CDO analytics dynamically in Excel
• Combine tranches from any deals in the CDO deal library
• View, print and download current portfolio information for the deal
• Analyze any tranche in a CDO transaction
• Specify default scenarios by issuer, asset rating, industry, etc.
• Save reports as PDF files
• Generate CDO cashflow projections with global or vectored default rates
• Save cash flow runs for future use or copy and paste them to Excel
• View current and projected coverage test levels
• View CDO research reports
• Run analysis with either fixed interest rates or an automated forward curve
• Enter recovery rates with an option to input a vector for recovery timings
• View CDO Asset Manager Reviews
• Price bonds using a yield, spread, or discount margin
• View cashflows including CDO liability, CDO asset and CDO hedge cashflows for your deals
• Download CDO files to your desktop to run extensive analytics using Moody's Wall Street Analytics' premier CDO system "CDOnet" to run Binomial Expansion Technique (BET) and more

Portfolio Capability:

• Build portfolios of CDO bonds or tranches from multiple deals
• Run aggregate cashflow analysis for your entire portfolio
• View CDO cross deal exposure reports for asset level information
• Generate CDO portfolio cashflows and analytics
• View CDO performance data

Technology:

• Built on the same analytic backbone as CDOnet, MWSA's powerful desktop CDO tool
• Access MWSA's continuously updated CDO bond library
• Option to receive email notification when CDO deals information is updated
• interfaces with MWSA's suite of products including CDOnet and the PMW
• Access your CDO portfolio from anywhere with an internet connection

CDO Underwriters: Using our CDO software, underwriters can publish password-protected CDO Investor Reports to to be accessed only by current customers

CDO Collateral Managers: Collateral Managers can publish password-protected CDOnet deal files to to create a private CDO deal database