We value the most complex securities that require a large attention to detail. Our team is supported by proprietary analytics centred around a powerful cash flow engine.
Dig in to the detail.
Our cash flow engine allows modelling right the way down to the loan level, enabling huge increases in detail to transactions with hundreds or thousands of underlying collateral line items.
Thousands of simulations.
With stochastic analyses, we can simulate the deal thousands of times using probability rather than simple deterministic analyses. The data revealed from the various timing and correlation of different situations presents full loss distributions and highlights tail risks.
We can model any type of structured credit deal. CDO, Master Trust, cash or synthetic. Features including interest rate swaps, rating constraints and various derivatives can be modelled in.