Expert valuation services for Significant Risk Transfer transactions
PSL have years of experience providing comprehensive valuation and analytics solutions for the SRT transactions, also referred to as regulatory capital or risk sharing transactions.
We provide solutions for issuers, investors and financing teams, and support risk teams, model validation and audit.
Fully Modelled
PSL model SRT deals in-house, all the way down to the loan-level. This provides maximum flexibility, detail, and a wealth of understanding that comes with modelling dozens of SRT deals.
Experience
PSL have provided valuations on SRTs from a wide range of issuers since the beginning of the SRT market.
Price Challenge
Direct conversations with the team that built the models and calculated the valuations for meaningful price challenge conversations.
In-depth Industry Expertise
Our team of seasoned professionals has extensive experience in credit risk analysis, financial modeling, and SRT transactions. We understand the complexities of the market and stay up-to-date with the latest regulatory developments, ensuring that our valuations are both accurate and compliant.
Customised Valuation Solutions
We recognise that every SRT deal is unique, and our approach reflects that. Our valuations are tailored to the specific characteristics of each transaction, considering factors such as the credit quality of the underlying assets, attachment and detachment points amortisation schemes, and market conditions.
Advanced Financial Modeling
We value SRTs using both deterministic and stochastic valuation methodologies to assess the potential risks and returns associated with each SRT deal. The valuation approach is assessed on a deal-by-deal basis and communicated to the relevant stakeholders, normally in the form of a methodology report. Our models incorporate critical factors such as probability of default, loss given default, and credit spreads to deliver comprehensive valuations that help you make well-informed decisions.
Transparent Communication
We believe that clear communication is essential for building trust and fostering successful partnerships. Our team provides detailed reports, explaining the assumptions and methodologies used in our valuations. We are always available to answer your questions and discuss our findings.
Client-focused Service
We work closely with you to understand your unique needs and provide timely, actionable insights that help you optimize your SRT strategy and achieve your objectives.
Speak to the team
We recognise that each SRT is unique and that they involve sensitive information that can be subject to non-disclosure agreements.
Speak to us directly and we can arrange a demonstration of our services, as well as undertake any legal understandings.