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STRUCTURED PRODUCTS VALUATION AND ADVISORY

Providing Valuation and Advisory Services for Originators and Investors in Support of Transactions, Financial Reporting, and Regulatory Compliance

Drawing on our extensive experience analyzing, structuring, securitizing, underwriting, investing in, and trading whole loans and structured credit instruments, our professionals employ thorough analytical methods and powerful proprietary modeling techniques. Our valuation process incorporates robust market data to provide clients with superior valuation and advisory services that reflect current market developments for all structured products.

Our professionals have analyzed multibillion-dollar portfolios of individual securities, whole loans, and everything in between on behalf of originators, hedge funds, private equity funds, banks, insurance companies, fund administrators, and other financial institutions.

Services Offered Asset Class Expertise
  • Independent third-party valuations consistent with ASC 820 fair value measurements
  • Risk retention valuation and analytics for new issue, refinancings, and resets
  • Market studies involving  opaque asset classes to determine drivers of collateral performance and value
  • Credit analytics in support of collateral loss projections
  • CLOs
  • RMBS/CMBS
  • ABS (student loans, autos, cards, aircraft, and other esoteric assets)
  • Marketplace lending portfolios
  • Servicing rights (residential mortgages, student loans, etc.)
  • Whole loans (performing and non-performing)

Structured Product Valuation and Pricing Contacts

Kaddu Luyombya
Senior Vice President