Standard & Poor's suite of CDO products provides data, models and analytical tools to evaluate the risks associated with this increasingly complex asset class.
A loan level credit model to annalyze the risk of residential mortgage loans, also used to determine the foreclosure frequency, loss severity and credit enhancement levels required for securitization.
The SPIRE™ Cash Flow model analyzes the effect of variable interest rates on both assets and liabilities associated with structuring residential mortgage backed securities, incorporating Standard & Poor's criteria.