Automated Collateralized Loan Obligation (CLO) reporting tool that runs sector concentration compliance tests, generates cash flow projections, and exports PDF portfolio reports.
Models the compliance and reporting workflow for a CLO portfolio. Tests sector concentration limits (Technology ≤40%, Healthcare ≤30%, etc.), generates interest-based cash flows for each loan, produces a PDF compliance report, and visualizes principal allocation by sector. Designed to mirror real CLO trustee reporting processes.
- Sector Compliance Testing — Checks portfolio concentration against predefined sector limits
- Cash Flow Generation — Simulates interest cash flows using randomized rates (3%–7%)
- PDF Report Generation — Auto-generates a formatted
Collateral_Portfolio_Report.pdfwith loan data and compliance status - Sector Allocation Chart — Bar chart showing principal distribution across sectors
- Credit Rating Tracking — Maintains credit quality data (A, BBB, BB, B) per loan
| Component | Technology |
|---|---|
| Language | Python 3.9+ |
| Analytics | pandas, NumPy |
| Reporting | FPDF (PDF generation) |
| Visualization | Matplotlib |
git clone https://github.com/RHarmit/CLO-Reporting-Python-Tool.git
cd CLO-Reporting-Python-Tool
pip install pandas numpy fpdf matplotlib
python "CLO Reporting Tool.PY"