Structured Finance Risk Analysis

The complexity of structured finance obligations creates multiple challenges when analyzing, monitoring and valuing these assets. MountainView offers a suite of customizable risk assessment solutions that combines statistical and financial analysis with industry leading credit risk expertise to enhance your institution's investment decisions. Our analysts have years of experience analyzing the structures of bonds across multiple asset classes and their cash flow and credit performance under multiple macroeconomic scenarios.

Asset Types

  • RMBS
  • AMBS
  • CMBS
  • CLOs
  • CDOs

Investment Analysis

The complexity of illiquid securities increases the need for an experienced business partner to help guide you towards proper decisions. Our professionals will help you with deal and loan-level analyses that are rooted in accurate forecasting of the instrument's cash flow, prepayments, default probabilities and expected losses. Our goal is to advise you on the potential risks and returns so you make the right financial choices.

Valuation Services

Whether performing valuation or verification work, our team starts by assessing the merits of each security or loan pool. Through this task, we assess the collateral and structural nuances of assets, evaluate the current market outlook and investigate potential credit risk. The process combines fundamental collateral analysis with a technical evaluation of market inputs, providing an exhaustive valuation.

Most importantly, we build separate projections for each of the underlying assumptions, including:

  • Defaults
  • Loss severity
  • Prepayments
  • Other cash flow model inputs

Collectively, these assumptions are used as inputs into the structured product or whole loan models to determine expected cash flows for each asset.