What's changing?
You can now apply interest rate scenarios when running cashflow projections in DealStudio, and across securitizations, portfolios, and uploaded tape datasets. Our new interest rate assumption allows you to understand how changes in rates impact your collateral and deal-level cashflows.
Feature Highlights
- Industry-Standard Rate Indices: Select from SOFR, UST and PRIME rates
- Overrides and Adjustments: Input rates directly or adjust current rates over time using override and adjustment inputs
- Pricing: Evaluate yield at different prices and multiple rate scenarios
Who is impacted?
Cashflow users
Why is this important?
Stressing your assets under various interest rate environments is key to issuance and surveillance. Issuers and asset managers need to model rating-agency rate assumptions and plan for a shifting rate environment to optimize dealmaking and investing strategies.