ABS, RMBS, CMBS, and CDO/CLO monitoring
ValueAdd supports global asset managers and head of structured finance, with comprehensive coverage support across RMBS, CMBS, and ABS deals (auto loans, student loans, credit cards etc). We build and maintain cash flow models (waterfall structure), monitor covenant tests (I/C and O/C), sensitivity analysis, vintage analysis, static pool analysis, prepare summary reports/cheat-sheets, and analyze and report collateral performance. Have practical exposure to third-party tools including Intex, ABS.Net, ABSXchange, and S&P and Moody’s products.
The research on CDO/CLO of ABS/MBS primarily includes analyzing quality of underlying by assessing various parameters such as probability of default risk, interest rate risk, constituent changes, rating changes, average maturity, average age, and average yield.