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Structured Finance

 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

  • Editorial Team
  • May 12, 2021
  • 2 minutes

 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.

  • Working with our team of structured finance specialists, your firm can:
  • Accurately allocate collateral by understanding the value of assets to the loan level
  • Analyze your portfolios across deals and cash flow engines
  • Manage risks through better analysis of loan-level detail
  • Maintain compliance with changing regulatory environments

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