Solvas Compliance
Transparent, flexible CLO calculations to effectively manage and analyze risk across your portfolios
The market challenge
CLOs are highly complex and nuanced, requiring detailed risk analysis and monitoring to ensure that compliance limits are met. Yet developing and programming scalable, flexible and accurate testing models is difficult, costly and time consuming, while other solutions provide untailored, unamendable models that lack transparency, compromise independence and risk data accuracy.
Solvas Compliance
While other solutions provide untailored, unamendable models that lack transparency, compromise independence and risk data accuracy, Compliance is a simple to use, rules-based and scalable platform that provides clear calculations for your Collateralized Loan Obligations.
Cost-effective and user-configurable, the platform enables you to navigate boundaries using coverage, collateral quality and concentration limits for each CLO, ensuring effective, efficient risk management without the need for programming knowledge.
How Compliance supports your business
Market-leading accuracy
Specifically designed to help CLO managers, trustees, alternative investment managers and fund administrators manage their portfolios more effectively and efficiently.
Transparent analysis
Enables you to run robust compliance tests and hypothetical trade scenario analysis capabilities to minimize risk and ensure the accuracy of data output.
Configurable calculations
Offers the structure of a variety of System Fields and templates for industry standard calculations, and the flexibility to customize your calculations with User Defined Fields and modeling calculations using elements of the template as needed.
User-friendly and cost-effective
Gives you the ability to model deals without the need for programming knowledge, greatly reducing complexity, minimizing costs and saving valuable time.
Seamless integration
Create a model for the calculation of compliance testing and waterfall payments (PoP) to be used over the life of the deal, with point in time Portfolio Snapshots – utilizing information from Portfolio – to calculate and display the results.
The key features of Compliance
Strengthen your process
- Our easy-to-use platform allows you to model and maintain deals without programming knowledge.
- Utilize our comprehensive library of CLO compliance test templates, with the flexibility to organize and display the calculations and results to your specifications.
- Multi-scenario hypothetical trade analysis and data comparison tools give more transparency of your portfolio potential.
Configurable to your business
- Models are built in partnership with our experts to ensure they meet your specific needs and exacting business standards.
- The platform allows you to create custom variables tailored to your needs.
- User-controlled compliance models allow for iterative calculation testing.
- Dynamic, user-defined rules allow you to determine notched ratings, recovery rates, principal balances and calculations.
How Compliance supports key roles
If you're a Chief Risk Officer:
The challenge:
How can you robustly test CLO compliance, to ensure effective risk management across portfolios, and build investor confidence?
The Compliance solution:
Provides scalable, flexible models that deliver transparent and highly quality calculations for CLOs to help analyze and manage risk.
If you're a Chief Operating Officer:
The challenge:
How do you model deals independently without the need for programming knowledge or expensive, outsourcing options?
The Compliance solution:
Build tailored, flexible models in partnership with Solvas experts, to give consistency, accuracy and meet your specific business needs.
Request a free demo
Find out more about how Compliance can deliver transparent, flexible CLO calculations to effectively manage and analyze risk across your portfolios.
Tailor Solvas Compliance to your business with our additional modules
Solvas PoP
PoP (Priority of Payments) is a rules-based module that provides flexible, user-configurable priority-of-payments calculations for CLO collateral managers and trustees, alternative asset managers, and fund administrators. It integrates seamlessly with Solvas Portfolio, enabling the user to create a model for the calculation of compliance testing payments and waterfall payments to be used over the life of the deal, with point in time Portfolio Snapshots – using information from Portfolio – to calculate and display the results.
PoP allows you to model all priority of payments (including interest, principal, liquidation, and acceleration) using a set of specialized calculation templates.