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Structured Products

Investment and risk management signals– In your hands sooner, without the grunt work.

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.

Streamlined Decision Making


Evaluate Deals

Valuate pre-issue deals with automated loan and Intex CDI file intake. Apply historical data and loan-level econometric models to project cash flows.

Optimize Buying Decisions

Calculate intrinsic bond values given user-defined yields and cash flow projections.

Benchmark Deals

Compare credit composition of a target deal to previous deals from the same issuer or comparable alternative deals.

Asset Coverage


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

CMO

  • Agency and Non-Agency CMOs

  • Deep dive analysis of collateral files

  • Integrated prepayment and credit models

  • OAS analysis

CLO

  • Full collateral analysis – weighted average collateral price

  • Sector analysis

  • Generate cash flows with Intex waterfall

  • Create rules-based credit assumptions


Valuation & 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

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