Development of our Loan Valuation Model (LVM)
We have built a Loan Valuation Model (LVM) solution to support our clients in the launch of their ‘Special Purpose Vehicles’ (SPVs) which often require investors.
These launches are often complex as they require the creation of a NAV, the ratings for the notes of the underlying SPVs need to be defined, and a number of stressed scenarios need to be run to analyse how the product behaves in different market conditions.
Part of the complexity of these SPVs is that the underlying investments are largely illiquid loans and there are a number of vectors used for the stressed modelling.
How we can help
Our LVM is designed to meet those challenges and empower you to effectively grow your product base.
We believe that agility, innovation and client-centricity are integral to developing a fit for purpose solution for our client. Our consultant-developer team built LVM in close collaboration with one of the UK’s largest banks, and will work with you to ensure that LVM is now tailored to your specific needs.
For more information, please contact Steven Whaley, Head of Financial / Regulatory Technology and Digital Solutions
+44 7583 439 161