Risk Management for Peer-to-Peer Credit

ADVANCED SOLUTIONS FOR INSTITUTIONAL INVESTORS

  • Cross-Platform Data Normalization
  • Data Reconciliation
  • Portfolio Monitoring and Analysis
  • Benchmarking and Return Attribution
  • Third Party Reporting
  • Credit Facility Management
  • Pricing and Valuation
  • Stress-Testing and Forecasting
  • Securitization Structuring & Noteholder Reporting
  • Advisory Services

As covered by:

American Banker


Solutions

tiered analytics
 

PORTFOLIO MONITORING AND LOAN SURVEILLANCE

Our online platform provides real-time visibility to your loan portfolio, purchases, performance and returns. Monitor entire portfolios, drill down to specific investment vehicles, and define both internal and publicly available loan pools for further analysis.

  • Summary dashboard to surface metrics most important to you, with linked drill-downs for loan-level diligence
  • Customizable data views and table builders to segment loan pools by strats and key metrics
  • Define and select benchmarks for performance tracking and return attribution
  • Apply filters to quickly segment analysis pool (e.g. select Madden implicated loans)
  • Instantly chart key metrics over time for dynamic trend analyses

STRUCTURED FINANCE ANALYTICS

Leverage PeerIQ’s credit models and cashflow engine to instantly run powerful structured finance analytics across both whole loans and ABS products:

  • Collateral stress testing and scenario analysis
  • Test collateral pool for loss coverage ratios for ratings and adherence
  • Project IRRs under various prepay and default scenarios or PeerIQ’s independent credit model
  • Cashflow generation for subsequent structuring and waterfall analysis

Reporting

THIRD-PARTY REPORTING

PeerIQ automates the production and delivery of a robust reporting suite.  Major reporting solutions include:

  • Portfolio Summary: Detailed summary statistics, trend reports, roll-rates, and charting across loan balance, performance, cashflow,  and P&L metrics
  • Reconciliation:  Month end reconciliation where PeerIQ matches daily and weekly loan histories, identifies variances and attributions, and works with platforms and fund administrators to ensure accuracy
  • Credit Facility Management:  Automated borrower-based reports for leverage providers, ongoing covenant tracking, with the ability to produce in time for ad hoc draw requests
  • Securitization: Monthly collateral reports, with modeled payment waterfalls for accurate tracking of cash across tranches

PRICING AND VALUATION

Leverage PeerIQ’s pricing service for a host of strategic and administrative needs:

  • US GAAP compliant daily NAV service for on demand mark-to-model valuation, loan-level pricing, and ABS loss-adjusted returns calculation
  • Measure option-adjusted-spread and loan-level pricing
  • Measure sensitivity to yield curve and credit shocks
  • Delivered via API or SFTP service

ADVISORY SERVICES

Enlist PeerIQ’s research desk for key analyses and insight:

  • Pre-marketing research
  • Deal comparison and analysis
  • Waterfall modeling
  • Alpha generation analysis
  • Loan book scorecards