Product Updates

New counterparty rating type trigger is now available.

Counterparties can now be added to funding vehicles.

Added counterparties as an additional entity available in debt exploration

Account Code field has been added to the Ledger window - Account Detail, Balance Summary and Journal Views.

Conditional debt calculations are now able to be created with date output.

New date configuration fields are available that specify the long or short first and last period based on the difference between the funding vehicle dates and the schedule dates.

Trigger output is now able to be persisted to trigger views.

Latest Cutoff Date is now available to use as a date context for debt views.

Debt views can now be created to reflect the collection period end date and report dates for the last 3, 6, 9 and 12 periods.

New ratings columns are now available to add to tranche summary views and use in cards for reporting.

New ratings columns are able to be used in tranche level conditional calculations and waterfall conditional calculations.

Tranche ratings are able to be retrieved for a debt date.

New ratings trigger is now available.

Ability to configure Collateral Servicing rules throughout the application.

Integrate Ki Funding commercial mixed integer solver to support complex concentration and weighted average constraints.

Ability to run pools with limits based on weighted averages and Top N.

Excel Integration

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• Enhancements to Investor Reporting to meet ESMA requirements and support SONIA/SOFR
• Added additional conversion automation tools for ABS Web

Technology Upgrades:

Workflow improvements

SQL2019

Net 4.x

Ability to identify logged in users

Service connectivity details via client

Collateral Management:

Field Purge functionality

Portfolio Summary:

Updated search criteria

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• Usability, Technology Certifications & ABS System/Ki Integration Points enhancement

• Platform View
  Added deal information including Rating Agency, Deal Status, Deal Currency and Total to the header.
  Added three new columns: Option Adjusted Spread, Ticker and Yield
  Enhanced the filter to increase flexibility to filter based on different criteria.
• European Summary Report
  Updated the following fields to take collateral overrides into account.
  Fixed, Floating, All in Coupon, Loan, Bond, Bid Price, % Portfolio Priced Below 90, % Portfolio Priced Below 80, Aggregate Principal Balance, Senior Secured, Non Senior Secured and Cov Lite Obligations
• Activity Monitor
  Introduced a new page to display status information of each data import and compliance process, providing more transparency expediating issuer support.
• Hypothetical Trading
  Updated cash reports under Trade Blotter to show total cash amount in the deal currency.
  Updated the asset balance in deal currency for running hypothetical trading and compliance tests.
  For multi-currency deals, ensured total cash is taking into account all cash accounts with the proper F/X Rate.
• Portfolio Holding & Asset
  Added the following new columns: Option Adjusted Spread, Ticker, Yield, Recovered Assets and Swap F/X Rate
• Deal Override & Snapshot
  Added ability to allow users to flag any asset as Recovered Assets, which carry over from day to day.
• Deal Summary
  Added Recovered Assets to the Collateral Summary widget.