Acrys' ABS Software PoolDesigner with additonal analysis functionalities

Acrys Consult has now extended its ABS Software PoolDesigner by two new analysis functionalities. Thus the software with its hitherto focus on asset selection and transaction monitoring offers even more value for originators, servicers and arrangers. One is the graphical visualisation of the time evolution of all aggregated data over the available data history and the other is the computation of an Asset-Transition-Matrix for selected pools.

While the first is a valuable utility for locating interesting dates e.g. in a portfolio's life cycle, the latter can be used for computing the probability for an asset moving from one pool to another within a given time span. This is very similar to the well known CreditMetricsTM approach. In contrast to CreditMetricsTM, PoolDesigner's Asset-Transition-Matrix can be calculated also for non-rated assets in any arbitrary defined portfolios.

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