Transparent Valuations Across Structured Products

Collateralized Loan Obligation (CLO)

Valuing CLOs From AAA to Equity for Investors, Issuers, and Managers

We value more than 6,000 CLO securities across the capital structure, ranging from AAA to equity for broadly syndicated and middle-market CLOs in the U.S. and Europe. With established relationships with over 50 CLO managers and all major underwriters, we work across the broadly syndicated, middle-market, and European CLO markets.

Significant Risk Transfer (SRT)

Industry-Leading SRT Valuations

Houlihan Lokey provides valuations across a wide range of SRTs, encompassing many different asset classes, geographies, capital structures, and both blind and disclosed pools. Our modeling and methodologies can be either stochastic or deterministic, chosen based on the specific characteristics of each transaction.

RMBS, ABS, NPL, and Commercial Mortgage Experience

Whole Loan and Structured Product Valuation

We have provided more than 400 residential mortgage portfolio valuations in the U.S. Our experience includes qualified mortgage loans, non-performing loans, and commercial mortgage-backed securities (CMBS), among others.

Consumer Lending

We are retained by leading names in the unsecured consumer lending space to analyze and value consumer, student, small business, and mortgage loans for ongoing financial reporting and purchase price allocations. 

Aviation Asset-Backed Securities

Clarity From 30,000 Feet  

We provide independent valuation and advisory services for a wide range of aviation-related assets. Our expertise helps clients navigate complex investments and make informed decisions, offering portfolio valuation, securitization analysis, and risk modeling for diverse aviation portfolios.

Flexible Delivery

Valuations are available to be delivered via our web platform, Surface, as well as secure email, PDF, SFTP, and API.

Houlihan Lokey is also authorized to provide valuations for triparty transactions via Euroclear and Clearstream. 

Pricing Illiquid Structured Products Using Machine Learning

Determining Comparable Assets Is Key When Valuing Illiquid Structured Products

In order to define what a comparable asset is, we use machine learning to find which credit fundamentals of each asset class contribute to the perceived market risk.

Our learning algorithms calculate risk based on pure credit fundamentals, allowing the risk of a security to be determined regardless of its liquidity. From there, we can interpolate and extrapolate an evaluated discount rate for every security, and in turn, a bond price.