Buy-side Securitised credit Research Support

About Client:

ABS/MBS fund manager of an investment management firm, based in the US.

Business Problem:

Client wanted to address the bandwidth constraint of their senior portfolio managers for regular deal surveillance and new deal analysis.

ValueAdd Solution:

ValueAdd allocated one structured finance specialist for providing the required research support to the fund manager.

Cash flow and waterfall modeling:

  • Detailed cash flow projection & analysis, waterfall model, sensitivity analysis for undersanding cashflow mismatches between assets and liabilities
  • Detailed analysis of bonds/loans’ terms and conditions, property & tenants review, IC/OC ratios, and covenants.

Data collection and risk surveillance:

  • Data collection from third-party database like Intex, ABSXchange, ABSNet, etc
  • Mapping the data with relevant fields in excel sheets and MS Access
  • Synthesizing the database for better risk analytics

Customized risk reports:

  • Customized risk reports for better surveillance
  • Management reporting.

Benefits Delivered:

  • Effective massive data management without much of technology advancement and investments
  • Cost-effective database and research solution.
  • Insightful analytics
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