Pre-trade and ongoing
Valuation of the instrument
Cash flow model and other quantitative approaches
Cash flow models using our views on defaults, prepayments, and recoveries; market data and valuation methodologies applied to ensure marketability of the valuations.
Internal and external reporting purposes
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.
Finalyse offers a managed service with a touch of risk advisory expertise where applicable. We take care of developing the methodology and data bases. This service allows you to invest in ABS instruments and follow on their price without a burden of specific processes necessary for compliance.