Structured Products

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Structured Products Software

With Integrated Deal Libraries

The Structured Products Module enables securities traders, portfolio managers and risk managers with fully-hosted platform capabilities to perform structured products valuations and cash flow analyses.   The module provides for the full-integration of loan level collateral, predictive models, deal libraries including Intex, and a powerful cash flow engine.  The data for Credit Risk Transfer securities is fully integrated bringing analysts efficiencies.

The RiskSpan Edge Platform is fully-integrated with off the shelf predictive models including RiskSpan proprietary credit, prepayment and severity models for residential mortgage and commercial mortgage assets.

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Wide Deal Coverage

Normalized and Modeled

ABS

  • Student Loan ABS
  • Auto ABS
  • Aircraft Lease ABS
  • Tax Lien ABS
  • Litigation Settlement Deals

CMBS

  • Analyze CRE collateral files
  • Generate bond cashflows with Intex waterfall libraries
  • Value bonds using RiskSpan’s integrated credit model

CMOs

  • Agency and Non-Agency CMOs
  • Deep dive analysis of collateral files
  • Integrated prepayment and credit models
  • OAS analysis

CLOs

  • Full collateral analysis – weighted average collateral price
  • Sector analysis
  • Generate cash flows with Intex waterfall
  • Create rules-based credit assumptions
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Valuation and Pricing

Month-End Valuation for Structured Products and Whole Loans

  • Wide deal coverage
  • Large database of market bids and offers from a variety of dealers and clients
  • Experienced valuation experts for independent analysis
  • Quick response to pricing challenges
  • Client confidentiality/anonymity