We provide in-depth credit analysis on any ABS security. We make product level default and loss assumptions and provide transparency in our methodology. We also demonstrate the detailed components within a deal, and stress structural and correlation risks.
Our ABS analysis clearly shows:
Our ABS analysis clearly shows:
- Timing of expected losses and principal repayment for any type of ABS securities, specifically consumer and commercial loans
- Multiple cash flow stresses incorporating default and loss assumptions at the underlying product level
- Transparent assumptions which can be modified at client request
- Credit enhancement
- Synopsis of errors or discrepancies in deal documentation and calculations
- Rights of the controlling class
- Hedging risks
- Servicer performance
