Thetica Systems provides a CLO analytics system that can be custom-tailored to your business needs. Don’t want to settle for inflexible tools or wait for changes? With Thetica Systems, you don’t have to. With our CLO analysis system, you can apply any algorithms to CLO cashflow scenarios, no matter how complex. Price, analyze, compare, and rank bonds in an instant.
Break out of the silo – use the only system that can handle multiple bond types in the same place, showing results and outputs exactly the way you want to.
Benefits of Customizing on our Proven Infrastructure
Tired of inflexible tools from conventional providers? Thanks to our deep experience with Intex and other structured finance data, we can rapidly provide you with a feature-risk CLO solution that works the way you want to. Here are some highlights; be sure to ask for a demo to get the full picture:
- Easily apply complex cashflow scenarios and price-yield matrices, on demand or on a schedule
- Asset-level modeling, asset watchlist, and LoanX mapping algorithms
- Run the entire CLO universe as needed
- BWIC message parsers automatically record CLO market color from your incoming emails
- Speed up your CLO trading activity with data that’s pre-calculated and pre-aggregated
- Create your own user interface and reports by tapping into our Structured Products Database
- Produce your choice of CLO reports such as Excel one-pager, tear-sheet, or deep dive
- Share results and outputs more easily with your authorized users
- Easy-to-use and customizable web interface
The Thetica Systems Difference
No matter your portfolio type, we don’t lock our clients into the same off-the shelf system and our knowledge goes far beyond the typical consulting engagement. Instead, we make it easy for you to get the exact system you want by building it to your specifications on top of our proven infrastructure.
Choose from multiple interface options to connect with the power that’s under the hood. Your custom system stores, processes, and delivers your licensed data, calculations, scenarios, and reports. So you get the full transparency and flexibility you desire.
We integrate whatever internal or external models, scenarios, and complex calculations you need. Building to your specifications on top of our proven infrastructure gets the job done in weeks, not months. We enable you to apply your specific business logic and insights to analyze bond characteristics, perform valuations, research collateral, and conduct surveillance.
Feed custom data into tear-sheets and screeners, generate one-pagers and reports through a custom system that matches the way you work. Thanks to our infrastructure and experience, we can create custom pricing and analytics systems that perform to the most sophisticated requirements in the most challenging times. Clients benefit from rapid deployment and still get a fully custom solution instead of mass-market tools.
Sample CLO Pricing & Analytics Capabilities
Below are examples of what we’ve customized for different clients’ CLO Analytics systems, but bear in mind that we can customize our CLO Software for your own unique needs. If you have data from Intex or another provider, we can give you immediate access to the calculated results — no matter how complex your scenarios are. We specialize in making your ideas come to life.
CLO Analysis
- Dig into and compare collateral manager performance
- Perform cohort analysis on bonds of interest
- Compare and run bond metrics in a relative value grid
CLO Analytics and CLO Bond Pricing
- Benefit from automated price-yield matrix runs done nightly on the entire CLO Bonds universe
- Generate tear-sheets and one-pagers with the exact content and appearance you want
- Run CLO Bonds at deal-level or loan-level (asset level)
- View asset cashflows – with full transparency, you know your CLO cashflow models are working properly
- Run multiple cashflow scenarios on the entire CLO Universe in the time it takes to get a coffee
- Make automated or ad-hoc corrections to European loan mappings
- Test to immediately see the effect of different prices on DM
- Run custom reinvestment profiles and callability assumptions
CLO Market Color
- Parse BWIC emails and build your CLO Color database
- View Market Color analysis by sector or tranche
- Automatically alert your CLO Traders or salespeople when color matches a bond in inventory
Bottom line: The above list can grow with your imagination. Our CLO Software platform constantly evolves through our skill in automating its users’ ideas. We can create any feature that you think of.
Similarly sophisticated solutions are integrated for CMBS, RMBS Agency, non-Agency and STACR/CAS, and ABS portfolios. If you deal with multiple bond types, your firm can save on the cost of multiple systems and the frustration of data in silos.