Reporting
ESMA report and interactive portfolio report for benchmarking and dynamic performance reviews.
Features
PERFORMANCE REPORTING AND BUSINESS PLAN PROJECTIONS
Manage on-going portfolio performance reports. Upload monthly or quarterly portfolio data for data quality checks and generate interactive online performance reports for download as PDF & Excel. Drill down into bespoke segments for a more detailed performance analysis. Compare the actual performance with original and updated predicted performance (business plans) and independently modelled cash flow projections.
VINTAGE ANALYSIS OF COLLECTIONS AND RECOVERIES
Analyse past performance by risk segment and origination or default vintage. Project future performance by combining actual pool collections with expert judgement and ultimate recovery curves derived from historical collections.
MONITOR AND MANAGE COVID IMPACT ON LOAN BOOK
Optimise balance sheet management decisions by monitoring the performance of performing, watchlist, forborne or non-performing exposures. Project future performance under different Covid recovery scenarios.
STRUCTURED TRANSACTION DESIGN AND REPORTING
Feed actual and projected asset cash flows into liability waterfall models for structured transactions and securitisations. Design optimal transaction structures with or without government guarantees (GACS/HERCULES), subordination triggers, interest floors and any other structural feature. Stress test and value the different risk tranches.
VALUATION AND ANALYTICS REPORTING
Produce with the push of a button internal & external reports throughout your sale process. Our software automates all your reporting process into user friendly standardised reports.
REGULATORY REPORTING (ESMA SECURITISATION DISCLOSURES)
Create ESMA exposure-level templates to meet new disclosure requirements for public and private securitisation transactions. Map data to the ESMA annexes including investor reports, SSPE cash flows and significant events.
Other products
The comprehensive suite of products for non-performing loan and illiquid assets.
Standardise, validate and complete your data tape for transactions and reporting.
Comprehensive analytics for portfolio valuation and bank balance-sheet analysis.
Access an international trading ecosystem to accelerate transactions.
ESMA report and interactive portfolio report for benchmarking and dynamic performance reviews.