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Securitised Asset Revaluation

Discerning the true value of distressed asset portfolios takes both intensive number crunching and time – a tricky combination when buying decisions need to be made fast. What's more, asset and hedge fund managers have nothing to go on but broad market comparisons, simple metrics provided by the sellers and a gut feeling.

But that needn't be the case. With fast, accurate modelling tools you can get a true picture of the value of distressed assets, mortgage-backed securities and non-performing loan portfolios in time to make quick, profitable decisions. And with clear, easy-to-use reporting tools you can keep investors, managers and regulators informed. It's because of these capabilities that so many fund managers rely on SAS® solutions to help them improve the profitability of their securitised asset portfolios.

Solution Brief
How can we accurately assess our counterparty credit risk exposure to satisfy both regulatory and business requirements?

How SAS Can Help

Our technology provides a fast and efficient way of reaching conclusions on portfolio value based on sound mathematical and statistical principles.


  • Crunch data that is too large for spreadsheets: SAS can statistically analyse and manipulate large amounts of data overnight, unattended.
  • Accurately predict propensity to default: SAS uses advanced and well-documented calculation methods to model statistical drivers for delinquency, eventual default and prepayment.
  • Get control of untidy or inconsistent data: Use the familiar spreadsheet-like environment to turn disorganised spreadsheets and files into clean histories of delinquency levels. Then harness its power to develop and automate models that will give you real insight into the behaviour of the underlying asset pools.
  • Outsource your subsidiary data preparation: Once your models are developed, SAS can clean large amounts of data and provide regular updated histories for you through a hosted service - while you retain intellectual rights over the models.
  • Share your insights: Make the results of your propensity models, pricing and predictions readily available as Microsoft Office documents, web pages and PDF reports.
 

Ready to learn more?

Call us at 01628 486 933 (UK) or request more information.

 

 

Questions?

 

Solution Brief

How can we accurately assess our counterparty credit risk exposure to satisfy both regulatory and business requirements?