Increase Transparency, Auditability and Consistency of Portfolio Valuations and Analysis Sapient Global Markets’ offering for Structured Finance helps firms holding structured assets respond to the demands of market changes and increased regulatory requirements without sacrificing liquidity or incurring additional risk. Our Structured Finance offering draws on our proven expertise in structured products, our experience in
Increase Transparency, Auditability and Consistency of Portfolio Valuations and Analysis
Sapient Global Markets’ offering for Structured Finance helps firms holding structured assets respond to the demands of market changes and increased regulatory requirements without sacrificing liquidity or incurring additional risk.
Our Structured Finance offering draws on our proven expertise in structured products, our experience in developing and implementing collateral management and risk management systems, our partnerships with all of the major cash flow and data vendors and our role as designer and builder of the European Data Warehouse. We provide a comprehensive suite of services and software, ranging from advisory assistance with risk assessments and model validation to data vendor feed integration, valuation and risk platform implementations, and risk management and portfolio analysis tools.
Our offering includes the following key elements:
· Structured Finance Risk Manager – an enterprise-level system that automates the portfolio risk monitoring and analysis of ABS, MBS, covered bonds, whole loan portfolios and other structured finance deals
· Strategic Assessment – to create a roadmap of risk methodologies, model validation, stress testing, back testing and readiness assessments for data integration
· Data Vendor Feed Integration – to integrate data sources including data mapping, validation, enrichment, back loading and API construction
Platform Evaluation and Selection – to help evaluate, select and implement the right platforms for risk analytics, valuation and credit monitoring