Pricing and risk managing

SME loan / bond portfolios

For asset managers, insurance companies, family offices, etc, which are interested in investing in SME loans in the current low rate / high volatility environment.

Receivables

For companies which want to give a price to their receivables and have an aggregate view of their client exposure.

using cutting edge models

Default probabilities

Using the latest machine learning technics and extensive data sources, we infer not only short term default probabilities but also long terms ones.

Recoveries

Thanks to our proprietary data points, we do not only model the expected recoveries but really the full recovery distributions.

Credit correlation

Monitoring the correlation between SMEs in your portfolio is a must. Using a proprietary model and rarely available data, we measure accurately pairwise correlations.

Macroeconomic factors

Our models use major economic forecasts to be always in sync with the latest economic trends.

Credit volatility

In these times of high volatility knowing where the mark-to-market of your portfolio could go is extremely important, even when no default occurs.

Interest rates

Even in a world of low interest rates, modelling interest rates properly is always important, especially for relative value calls. Moreover, the right interest rate is not necessarily the same for everyone.

and extensive data sources

Well known

  • Legal announcements,
  • Management,
  • Shareholder relationships,
  • Insolvency proceedings,
  • and more

but also

Untapped

  • World Wide Web
  • Review websites:

to get actionable intelligence

Price evolution

Monitor the evolution of the price of your portfolio. Backtest any new deal.

Full return distribution

You will need more than a price to understand what could come next and make sure that you are taking the right risks.

Comprehensive stress testing

Understand how your portfolio would have done in the 2008 crisis and more.

New deal pricing

Price new deals while maintaining a level of risk at portfolio level.

In just a few clicks:

  • define your current risk appetite,
  • put limits on the risks of your portfolio,
  • and get the best price within the guidelines.

Coupon no constraint

Coupon with constraint

6.10

%

6.75

%

Become a beta tester of our SaaS platform

Sign up today and check for free the risk of your portfolio !

* We don’t share your personal info with anyone.

Understanding the risk or pricing a tranche ?

Are you securitizing a portfolio of SME loans ? Let us help you get the price of your tranches right.

Tell us what you need and one of our relationship managers will call you.

Interested in marketplace lending ?

In the coming weeks, we will release our views on the main SME lending platforms such as Funding Circle, Funding Knight, ArchOver, Lendix or Unilend. Be the first to know and sign up today !

* We don’t share your personal info with anyone.

If you need more information, please send us an email and we will come back to you shortly: