Product Updates

Funding

• Funding Analysis Summary performance enhancements

Insight & Reporting

• Enhancements to Submission API to allow new columns

Workflows & Automation

• Approval service enhancements and integration

Funding

• New Optimization Type that optimizes for the least excess
• Enhanced Payment Array

Investor Reporting

• Daily facility limit and tranche balance tracking

Insight & Reporting

• Repurchase Asset transactional detail showing all movements
• Performance improvements
• Copy/Cloning of blended datasets

Workflows & Automation

• Execute Forecasting from the Servicing workflow

Audit and Controls

• Updates to permissions on new entities

Funding

• Enhance blending for weekly cadence
• UX improvements for Discounting

Insight & Reporting

• Clone datasets along with configuration within a single environment

Workflows & Automation

• Approvals for extract generation
• Configurable workflow date parameters
• External monitoring of process status and security events

Audit & Controls

• LDAP integration

Collateral Management Import

• Data load data files with offsets for business day

Funding

• Eligible System Columns
• Scenario Approvals skip
• Automated Reports from Scenario Execution

Forecasting

• Reinvestment for Forecasting
• Ability for users to upload collateral cashflows and transaction forecasting
• Allow accounting entries on forecasting results

Accounting & Payment Management

• Launching new Payment Processing module

Insight & Reporting

• Reporting updates
• Developer logs only

Workflows & Automation

• Workflows – Single Trust encumbrance process
• Copy Tool updates

Audit & Controls

• SAML Role inheritance
• Integration and user experience updates
• Copy Tool updates

Insight

• Approval Role
• Reporting queue and publishing to archive

Advanced Funding Features

• Manual asset selection
• Recurring scenarios

Advanced Forecasting Features

• Ad hoc Representative line creation
• Vectors and assumptions enhancements
• Collateral only cash flows
• NPV, price and improved workflows

General

• SAML Authentication
• Future dated scenario transfer
• Generic post encumbrance transfer process
• Servicing Wizard updates

Reporting

• Excel reporting updates to support tables and ranges

Data Management

• Data views

Reconciliation

• Reconciliation enhancements

Data Management

• On premises deployment option

Portfolio Analytics

• Analytics integrated with Reconciliation

Reconciliation

• Reconciliation Service

Data Management

• New User Interface
• Data Value Translation

Reconciliation

• Facility Reconciliation Workflow Automation
• Source and Control Management

Portfolio Analytics

• Integrated Dashboard analytics

Data Management

• Notification on Document Submission
• Email submission

Portfolio Analytics

• Automated Historical Refresh

Facility Reconciliation

• On demand reconciliation

Data Management

• Manage submitted borrower reports.
• Automate extraction & normalization of data.
• Configurable data integrity checks & validations.
• Document submissions via Web and API.

Monitoring & Analytics

• Cross-facility portfolio monitoring.
• Asset class specific analysis.
• Interactive dashboards & reporting.

Facility Reconciliation

• Verify compliance & eligibility.
• Settlement statement & borrowing base calculations.
• Investor reporting for conduits & syndicates.

Collateral Servicing

• Incorporated high data volume performance enhancements for SQL users.

Investor Reporting

• Payment instructions
• Tranche Investor screens

Analytics & Reporting

• Iterative Reports
• Excel Report Integration
• ESMA v4 Updates

Investor Reporting - Added Multi-Trust workflow.

Analytics and Reporting - Added WEB API to provide data exchange between ABS Suite and external systems.

Usability Improvements - Incorporated online help.

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

Reconciliation

• CLO Reconciliation

Insight & Reporting

• Reporting integration

Compliance & Reporting

• User defined functions
• Wrapper API for collateral, liability and compliance results
• AG grid implementation for various widgets

Reconciliation

• CLO Reconciliation 1.0

Hypo Trading & Compliance

• Enhanced trade plans
• API support for hypo trading

Views & Reporting

• Platform view
• Enhanced filtering & sorting
• Deal portfolio & ratings overrides
• Customized views & reports
• Multi Currency support

Reconciliation

• Enhanced capabilities

Hypo Trading & Compliance

• Interest coverage tests
• Interest projections
• Determination date reporting

Compliance

• Updated Interest Coverage tests to only include loans and contracts that have been settled for interest projection
• Used day count convention from WSO Con file for interest projects

Deal Override & Snapshot

• Introduced Audit logs for user to track all the fee updates

BPS Report

• Added new field Days > Threshold field for each asset across all tabs

‍Platform View (Beta)

• Provided users with the ability to create, modify and delete views for customized reporting
• Allowed users to auto size column and choose either AND or OR logic for filtering

Test Details

• Updated WAS and WAC tests to include more information such as WAC Cushion (with excess) and WAS Cushion (with excess)
• Renamed Accrued Interest to Purchased Accrued Interest within Principal Coverage Tests

Deal Header

• Added Reinvestment Target Par

Deal Summary

• Created General and Custom presets for Capital Structure which gives users the flexibility to select different fields

European Summary Report
‍Updated below fields to use the total cash from all cash accounts:

• Cash Balance (Traded)
• Aggregate Collateral Balance
• Total Par (including Principal Cash)
• MVOC (B notes only)
• 1 Month LIBOR (% of Total Deal)
• 3 Months LIBOR (% of Total Deal)

U.S. Technicolor Report
‍Updated below fields to use the total cash from all cash accounts:

• Cash Balance (Traded)
• Aggregate Collateral Balance
• Cash Inc. Repayments
• CQT & PPT ACB
• Change in Equity NAV
• Senior Secured
• Non-Senior Secured
• Cov Lite Loans
• Cov Lite Obligations

Platform View Beta

• Introduced new view with AG Grid
• Dynamic grid controls such as filtering, sorting, grouping, freezing panes, charting
• Options for Par Balance, MV
• Aggregate by Asset ID and Issuer

Views and Reports

• ‍‍Added additional generic columns for ratings and outlook
• User overrides and fields for deferred obligations and corporate rescue loans
• Interest Coverage test
  - Template change to show details for fees and expenses
  - Admin Fee input from UI
  - Fee calculations based on Fee Basis and Fee rates
  - Interest Smoothing Amount
  - Fixed interest accrual start dates

Compliance

• Updated deal scripts for deferred obligations and corporate rescue loans
• Added new fields for ratings and outlook
• Added script for interest smoothing
• Deal script updates and bug fixes

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.

Completed the following technology upgrades:

SQL latest version and .Net latest version

Completed the following technology upgrades:

Windows Server 2019, SQL Server 2019 and .Net latest version

‍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

‍

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