New features

Portfolio segmentation and Cluster analysis

In order to perform accurate valuations of non-performing loans it is essential to consider the heterogeneity of data (view article). With NPL Markets’ new analytics, users can perform portfolio segmentation for a more in depth valuation. Users can deep dive into the portfolio creating clusters using many bespoke criteria that are based on the EBA NPL data template and the template enhancements from NPL Markets.

For each portfolio cluster users can now apply specific assumptions and run tailor-made valuations before pricing the portfolio as a whole. Users can download data for the cluster for further due diligence or start a disposal strategy cluster by cluster with the NPL Markets deal management suite.

Organise and share portfolio information

A key challenge in analysing large amounts of data is keeping the results organised and recorded for ongoing use or future reference. Users may want to keep a record of their assumptions and where they deviate from prior valuations or from market parameters provided by the platform. Through an improved mechanism of the “save scenario” option, users can now keep track of their assumptions related to portfolio or each cluster valuation. Pricing assumptions and parameters can also be shared among team members.

Portfolio valuation: 22 European jurisdictions

NPL Markets now supports valuation across 22 European countries: Austria, Bulgaria, Croatia, Czechia, France, Germany, Greece, Hungary, Ireland, Italy, Netherlands, Portugal, Spain, UK, Romania, Sweden, Finland, Norway, Poland, Lithuania, Latvia, Estonia.

Additional jurisdictions are added continuously. For each on-boarded country, users can access the pre-populated scenario analysis with relevant local data and parameters for portfolio valuation. NPL Markets analytics allows users to see, check and amend the pre-populated assumptions to allow full transparency and flexibility in valuation.

For a demonstration of the new features please register below.