Our innovative analytics help financial institutions do the following:

• Structure a securitization to achieve Significant Risk Transfer, using a minimum cost of protection.

• Stress test a securitization’s Significant Risk Transfer at a horizon, conditional on credit deterioration of its collateral.

• Value a tranche today, by discounting its cash flows using an IRR or a discount margin.

• Calculate an IRR and a discount margin of a tranche, from its valuation today.

• Calculate the risk and excess return, of a portfolio of tranches over a horizon.

• Simulate multiple structures of a securitization simultaneously.

• Evaluate the impact of a securitization’s Significant Risk Transfer, on an issuer’s economic capital requirement.