Structured Finance Workstation for Investors


SFW Investor performs cashflow analytics on a wide variety of deal types and can be used to analyze everything from agency pools to complex synthetic resecuritizations.

Leading Cashflow Analytics

  • Scalar and vector prepayment/default rates
  • Interest rate scenarios
  • Multi Currency
  • First loss analysis
  • Break even analysis
  • Multi scenario analysis
  • Sensitivity analysis
  • Horizon total rate of returns
  • Loan specific assumptions
  • Property level analysis
  • Fee and strip valuations
  • Residual cashflows and pricing
  • Links to 3rd party models
  • User-defined models

Asset Types

The SFW offers a one stop solution for all of the asset classes you work with:

  • Whole loans
  • Sub prime
  • Home equity / HELOC
  • Manufactured housing
  • CMBS
  • Auto loans / leases
  • Student loans
  • Equipment leases
  • Credit cards
  • Resecuritizations
  • Agency pools

Reporting

The SFW includes a comprehensive reporting package

  • Hundreds of customized reports
  • Presentation quality 3-D graphics
  • Copy and paste into windows applications
  • Deal Summary and profitability reports
  • Graph bond and collateral cashflows
  • Investor and servicer reports
  • Static pool reporting

Models

  • Fully transparent models
  • See all current and future triggers and test levels
  • Ability to structure your own deals