Data and Analytics
Prepare your institutional data for strategic transactions through full-scale data cleansing, mapping, testing, modeling, analysis, and reporting.
Through extensive corporate experience, we are able to provide in-depth modeling and analytics on a wide array of asset classes. We leverage our portfolio management experience to help clients manage financial projections, facilitate credit rating agency reviews, and build asset pricing models.
How We Can Help
Our firm leverages our extensive capital markets experience to help our clients perform a wide array of analytics, including:
- FP&A Projections (base case and scenario analysis)
- Loan Portfolio Valuation (Sell-Side and Buy-Side)
- Fixed Income Securities Valuation (ABS, MBS, CDO)
- Securitization Structuring
- Credit Risk Retention Modeling
- Rating Agency Scenario Modeling
- Loan Modification Program Analysis
Due to the complexity and embedded repayment optionality in many consumer loans, it is often difficult for clients to determine the appropriate value of a loan portfolio or any securities backed by such loans. We help our clients make informed decisions when modeling financial instruments, whether for purchase, sale, or fair market valuation purposes.
We leverage our industry knowledge to properly assess key valuation drivers such as loan default rates, prepayment rates, forward interest rate curves, liquidity stresses and forbearance utilization.
We work with our SaaS technology partners to help clients model assets at the loan level or in aggregate rep-line format, overlay bond structures, create digital payment waterfalls, run complex scenario analysis, and create custom investor reporting.
Specialties
- Asset Pricing Models
- Fair Value Assessments
- Securitization Support
- Asset-Backed Warehouses
- Financial Forecasting
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