Corvid also provides a more extensive analysis and price modelling service for complex security valuations. Examples of these include regulatory capital transactions, loan pool financings or securitisations. Transactions can be either private or public in nature. In the case of private transactions, we are happy to execute NDA’s. Our process for these assets is collaborative in nature. We work with clients to get the best understanding of the relevant securities and to agree the most effective valuation methodologies.

 

Our cash flow pricing models allow for the valuing of complex securitisation structures down to the individual loan level.  Stochastic analyses also allow us to define relevant pricing elements such as loss rates and tail risks. These processes are then combined with observed market data in order to generate a final valuation. Our pricing models are updated with performance data as and when it becomes available and market inputs are monitored on a daily basis using our in-house credit map.

 

Valuations can be provided on a daily, weekly or monthly basis as necessary. Corvid also provides historical evaluated pricing on complex assets for up to a year in the case of daily pricing. All of our processes are documented and are open to challenge by our clients at any time. For more information about our complex security valuations service, call us today on +353 1 2544733 or email us at valuations@corvidpartners.com and one of our team will get right back to you.

Complex Security Valuations