Added Fee and Trigger as additional entities in debt exploration.
Debt exploration activity and summary views have been added for all entities for a single funding vehicle for range and recurring dates.
Special Waterfall view has been added at the funding vehicle level to display the walk of assets.
Entities can now be aggregated up to the funding vehicle level.
Credit Support entity has been renamed to Accounts.
Triggers and Fees can now be added to a funding vehicle and edited and deleted as needed.
Triggers can now be defined as Numeric or Boolean types.
Triggers can now have multiple targets for different dates.
Fees can now be based on Total Pool, Total Tranches, Pool Interest, Fixed or Custom.
Additional setup for a deferred Fee is now available.
Waterfall columns, funding vehicle columns, tranche columns, account columns, fee columns, trigger columns, debt columns, debt inputs and system variables can now be used in waterfall formulas.
Enhanced the usability of the Column/Object field on the Debt window - Manage Views panel for each entity.
Numeric and Conditional debt columns can now be created at the following entity levels: Funding Vehicle, Tranche, Account, Trigger and Fee
Debt Funding Vehicle Summary views can now contain Persisted Pool Summary columns for reporting.
Debt and waterfall calculation formulas can be copied, edited and deleted.
Enhancements to debt inputs for cumulative calculations and waterfall inputs.
Debt input persistence is now available.
Added runtime variables which allow values to be assigned and persisted when coming back from the waterfall.
New step types, Assign, Increase and Decrease, have been added to manage variable values in the waterfall.
Scenario Override status has been added to the Reports window for a specific report to provide users with a better understanding of what to expect from report results.
Recurring month-end dates are now available at the funding vehicle and portfolio level and are able to be customized by users.
Balanced Funding algorithm has been changed to include extra constraints to ensure all assets are kept in the source or target when solving.
April 1, 2020
Sprint 55
Introduction of waterfall persistence.
Waterfall columns and calculations are now available for exploration within Debt.
New system-generated columns have been added to Debt Exploration when a credit support is added and when a tranche is added.
Custom values associated with a committed run are now saved in the applicable debt tranche level and credit support level columns.
Debt conditional formulas can now be copied to a funding vehicle from an existing debt conditional column formula associated with another funding vehicle.
Debt numeric formulas can now be copied to a funding vehicle from an existing debt numeric column formula associated with with another funding vehicle.
Conditional debt and waterfall columns now display the formula as a case when statement in the side tray.
Trigger output is now available and can be reported on.
Added a filter to assist with finding debt inputs more quickly.
End of Day has been added as an additional option in Debt Exploration and in Reports.
Scenario context can be selected when mapping a report and can now be applied to asset exploration cards for reporting.
Reports can now be run for any valid scenario.
March 13, 2020
Sprint 54
Improved workflow for adding new cards to reports.
New portfolio date is available that renders results based on the Statement Date of today.
Added new info bars to the Asset and Eligibility Exploration and Debt Exploration windows to clarify the rendered data.
Introduction of Pool Persistence.
End of Day views are available.
Improved workflow for adding Debt columns and waterfall formulas.
Consistent design has been applied to numeric and conditional formulas.
Improved workflow for deal structuring.
Provide the ability to run multiple scenarios for various models and to see the list of scenarios and scenario results.
Increased usability for waterfall formulas by organizing columns by column type, and added the ability to refer to various entities such as collateral, tranches, credit supports, fees and triggers.
January 24, 2020
Sprint 53
Improved workflow for adding tracks and blocks to a model.
Performance improvements for solving scenarios.
Date context has been added to eligibility analysis views.
Credit Supports are now available to support reserve accounts, liquidity accounts, insurance agreements, and collections.
ABS Suite Releases
December 27, 2019
Version 14
Enhancements to Investor Reporting to meet ESMA requirements and support SONIA/SOFR
Added additional conversion automation tools for ABS Web
