Automated report generation comparing actual versus predicted cash flows. The tool generates on-going portfolio performance reports. Portfolio information can be uploaded monthly or more frequently with data quality validation to generate interactive online performance reports.
VINTAGE ANALYSIS OF COLLECTIONS
Analyse past performance by risk segment and origination or default vintage. Project future performance by combining actual pool collections with expert judgement and ultimate recovery curves derived from historical collections.
Benchmark all your portfolio holdings. Identify and visualise discrepancies between portfolios to improve performance. Identify underperformance of investments.
BUSINESS PLAN PROJECTIONS
Compare the actual performance with original and updated predicted performance (business plans) as well as independently modelled cash flow projections via our analytics & valuation tool. Drill down into bespoke segments for a more detailed performance analysis.
MONITOR AND MANAGE SCENARIO IMPACT ON LOAN BOOK
Optimise balance sheet management decisions by monitoring the performance of performing, watchlist, forborne or non-performing exposures. Project future performance under different macro scenarios.
SHARE REPORTS WITH ALL STAKEHOLDERS
Easily share data and reports with all internal management and external stakeholders, like portfolio owners, servicers, debt providers, rating agencies or bank finance and risk functions.
MEET ALL YOUR SECURITISATION DISCLOSURE REQUIREMENTS
Comply with regulatory disclosure requirements including the European Securities and Markets Authority (ESMA) and Bank of England loan-level data reporting regime for private non-ABCP transactions including many European NPL securitisations (like GACS/HERCULES), synthetic risk transfer deals, CLO, CMBS, or SPV-based warehouse facilities.
OUTSOURCE & AUTOMATE PRODUCTION OF LOAN LEVEL DATA ESMA COMPLIANT REPORTS
Our software tools and experienced team supports users in:
- Mapping to correct ESMA disclosure annexes ensuring regulatory compliance
- Transform and validate any non-standardised data into the required XML format
- Identifies the correct use of the no-data options. Verify consistency and completeness.
- Provides ongoing reporting support during the life of the transaction.
ACT AS DATA REPOSITORY
NPL Markets acts as ongoing host and repository website for private securitisation transactions meeting regulatory requirements on security and data quality controls.
ADDITIONAL INTEGRATED PERFORMANCE REPORTING FUNCTIONALITY
Combine regulatory disclosures with our performance reporting functionality to allow interactive performance monitoring on consistent source data.
Securitisation Cash Flows
MODEL SECURITISATION TRANSACTIONS
Design optimal transaction structures with or without government guarantees (GACS/HERCULES), subordination triggers, interest floors and any other structural features. Stress test and value the different risk tranches.
BENCHMARK MULTIPLE SECURITISATION TRANSACTIONS
Compare all your securitisation holdings interactively. Visualise actual collections and identify discrepancies between portfolios to improve performance. Identify underperforming investments.
MODEL STRUCTURED TRANSACTION AND GENERATE REPORTS
Feed actual and projected asset cash flows into liability waterfall models for structured transactions and securitisations.
CREATE OPTIMAL SECURED FINANCING STRUCTURE
Use our tool to structure an optimal secured financing structure balancing leverage of mezzanine and junior investors with the credit enhancement requirements of senior note holders.
Managing performing and non-performing loans across countries and asset classes.
Standardise, validate and complete your data tape for transactions and reporting.
Valuation and Analytics
Comprehensive analytics for portfolio valuation and bank balance-sheet analysis.