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How Finalyse can help
SECURITISATION PRODUCTS & RISK SOLUTIONS
We provide independent, auditable, and fully outsourced valuation and analytics across the full spectrum of securitisation products. Our services support your due diligence requirements both prior to investment and throughout the lifecycle of your positions, including exposures held over one year.
In addition, we design, build, and maintain performance and risk reports, as well as dynamic risk dashboards, enabling transparent monitoring and informed decision-making.
Finalyse delivers robust valuation services combining market-standard pricing practices with advanced cash-flow modelling techniques. Our coverage spans all major securitisation asset classes—including asset-backed and mortgage-backed securities, structured credit, collateralised obligations (CDO/CLO), and other structured finance instruments.
How does Finalyse address your challenges?
Due Diligence
Our templates comply with Regulation (EU) 2017/2402. All performance data, qualitative analysis and quantitative measures collected, processed and stored under one roof.
Valuation
Cash flow models using our views on defaults, prepayments, and recoveries; market data and valuation methodologies applied to ensure marketability of the valuations.
Risk dashboard
Delivered under flat file or customised reports upon request. Provides a regular view on important risk factors you can select from available risk items, both at collateral and note level.
Key Features
- Analysis of the products.
- Collection of the related market data.
- Configuration of the tool, linking to the model and control of the outputs.
- Regular independent valuation and justification.
- Systematic reconciliation.
- Generation of pre-trade due diligence and risk dashboard.
Ali, Partner at Finalyse, joined Finalyse in 2008 and founded the Valuation Services department.
With 25 years in the financial industry, including senior roles at top European banks, as head of structured products.
Now leading Valuation Services, Ali drives strategy and business development, adapting to market demands and client needs.
He's widely respected at Finalyse as an expert in Structured Products and OTC Derivatives, providing clients with advanced solutions in a dynamic financial landscape.
As part of Finalyse’s alternative investments valuation team, Silvio evaluates alternative financial products, such as ABS, MBS, etc. He contributes to the set up of new financial instrument valuation models and performs Due Diligence before investment and ongoing. Silvio also performs the valuation of private equity and private debt instruments of dedicated investment funds, using different methodologies to evaluate the funds underlying companies on an ad-hoc basis, primarily market-based and DCF models, including scenario analysis and stress tests.
Süleyman is responsible for the fair value measurement of a broad range of financial instruments. His work spans private equity, private debt, and other illiquid investments, as well as securitised products such as ABS and MBS. He also contributes to the valuation of structured products, including autocallables, memory coupons, and other bespoke payoffs. In addition, he supports the development and enhancement of internal valuation models and tools to strengthen analytical capabilities and valuation robustness.
Client Cases
The Context
A European-based AIFM hired Finalyse for the independent valuation of illiquid assets to ensure compliance with AIFM Directive and the EU Securitisation Regulation (2017/2402). The goal was to provide a fully auditable NAV for regulators and investors.
The Solution
We supported the Risk Management team in screening portfolios of ABS, CLOs, and private debt, applying specialised Mark-to-Model methodologies based on cash flow analysis and collateral performance.
Finalyse managed the end-to-end process:
- Independent Pricing: Fair value calculation for assets without active market prices.
- Reconciliation: Systematic analysis and explanation of discrepancies against broker quotes.
- Regulatory Due Diligence: Delivery of mandatory pre-trade and ongoing Due Diligence reports, monitoring structural triggers and risk retention.
The Result
A robust, documented valuation framework ensuring full regulatory transparency and NAV reliability.
