Valuation Services
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RiskSpan understands the complexities of effectively measuring market and credit sensitivities of Structured Credit Assets. RiskSpan’s principals bring their trading, modeling, and IT expertise to bear on solving complex security valuations. The RiskSpan valuation team harnesses the computation power of its RS Velocity ® analytics platform to process thousands of cashflows and bond values within minutes. Our valuation team provides market based opinions as well as intrinsic values and supporting analysis. Our valuation methodology leverages the industry expertise and support of over 50 developers, data analysts and financial engineers to provide a valuation solution for the most complex securities. |
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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, Loan Performance
- Reserve methodologies and loss forecasting
- Review valuation methodologies
- Analyze reliance on collateral and other credit enhancement