Quantifi CLO is a pricing and analysis tool for Collateralized Loan Obligations and other Cashflow CDO structures. It provides a powerful, yet intuitive suite of Excel add-in functions and applications for pricing and deep-dive deconstruction analysis of illiquid tranches.

The add-in includes a market standard mark-to-model, in addition to a wide variety of analytics. With Quantifi CLO you can analyze market vs. model implied measures, perform credit risk analysis, project cash flows using a variety of scenarios and find the model sensitivities to market data inputs. Beyond the analytics Quantifi CLO includes detailed online help, sample worksheets, and an intuitive graphical waterfall application.

Quantifi CLO is an add-on to Quantifi XL and leverages the Quantifi Toolkit – our extensive, open library of market tested and validated models.

Features of Quantifi CLO include:

• 2nd Generation models that link individual collateral pool asset performance to tranche performance
• Market standard methodology for marking-to-model illiquid CLOs
• Sophisticated cash flow analysis across any number of scenarios
• Comprehensive collateral pool sensitivities
• Proprietary, highly optimized algorithm implementations for achieving the ultimate performance
• Next generation distributed computing framework for parallel execution
• Built-in integration of data services, such as Markit Loans™

Quantifi CLO is compatible with Excel 2000, XP, 2003, 2003 Server, and 2007.