Rating Tools

ABSTRAK®

Our secondary market performance monitoring engine fully reflects the forward-looking risk and value of ABS tranches using pool- or loan-level trustee data.

 

Key outputs:

  • Cash flow Fair Value
  • CDS spreads
  • Credit Duration and Convexity Updated 12-month and Lifetime Expected Loss.

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The Waterfall Editor©

Primary market structuring and valuation engine available online, locally installed or on the Cloud.

 

Visual, flexible, easy to clone and debug, WFE© comes with a transaction wizard and a large library of existing structures readily adapted to build new features and deals.

 

If you previously interned or studied with us, contact us about being a Beta User.

CreditMarkTM

A scoring system that refine the risk measures produced in securitization structuring.

 

The same scoring system can be used to re-price assets retained on the balance sheet or as a pricing benchmark in third party sales.

 

Credit scores enhance risk precision. By substituting information for capital-at-risk, Credit Spectrum credit metrics promote capital renewability.