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STRUCTURED PRODUCT VALUATION AND PRICING

A superior approach to the valuation and pricing of illiquid structured products

Drawing on extensive experience in investing in, underwriting, structuring, securitizing and trading structured credit instruments, our professionals employ thorough analysis and powerful proprietary modeling techniques coupled with robust market data to provide clients with superior valuation analyses and pricing of illiquid structured products.

Our professionals have valued multi-billion dollar portfolios of structured products, individual securities and everything in between on behalf of banks, insurance companies, hedge funds, administrators and other financial institutions. As part of our pricing services, we model projected cash flows on the basis of deal and collateral credit fundamentals and to capture up-to-the-minute market color in order to calibrate modeling and yield assumptions, thereby allowing for constant reflection of market developments in the valuation process.

Our expertise includes all classes of structured credit investments, including:

  • Collateralized debt obligations
  • Collateralized loan obligations
  • Residential mortgage-backed securities
  • Commercial mortgage-backed securities
  • Auction-rate securities

Structured Product Valuation and Pricing Contacts

Dr. Cindy Ma
Managing Director