Valuation
We support leading capital markets and financial services participants with a focus on serving the securitization and asset-backed marketplace. We bring the technology, data and skills required to understand the complexities of properly measuring the market and credit sensitivities of structured credit assets.
Pricing and Valuation Services
RiskSpan provides valuation services for credit sensitive assets and derivatives. We bring the technology, data and skills required to properly measure market and credit sensitivities for structured assets. We offer clients a fully integrated framework for FAS 157 compliant valuations that meet audit and regulatory requirements.
- Default/credit modeling
- FAS 157 and FAS 159 support
- Expertise with INTEX, LoanPerfomance
- Reserve methodologies and loss forecasting
- Review valuation methodologies
- Analyze reliance on collateral and other credit enhancement
Valuation Methodology
Our valuation methodology leverages our sophisticated proprietary models to deliver complex valuations needed in today’s environment.
- Proprietary models
- Loan-level analysis and modeling to project default, severity, losses and prepayments
- Market models include interest rate, loss distribution and prepayment
- Real time market data provides up-to-the-minute input to asset valuations