Structured Finance Services
Acuity Knowledge Partners works with specialised structured finance companies and securitisation desks at leading investment banks and institutional investors globally, supporting their key business functions such as asset finance, structuring, portfolio management, research, trading, risk analytics and reporting. Our analysts work as a natural extension of client teams, providing support on critical tasks such as the following:
Loan tape cracking
Bespoke cash flow/credit modelling
Sourcing, organising and mining market data, and tracking custom metrics
Sell-side/buy-side research and publication
Valuation, stress testing and scenario analysis
Custom database/technology and automation solutions
We take pride in our analyst pool with their multi-asset-class experience across functions in the securitisation space. Our deep domain understanding and tool-agnostic approach, coupled with in-house custom technology offerings, enable us to provide highly relevant, efficient and scalable solutions that seamlessly integrate with existing client systems and processes.
Who we serve
Securitisation and structured finance analytics support we offer
Buy side support services
Valuation and trading
Buy-side research
Portfolio monitoring and surveillance
Risk analysis, stress testing
Custom structured finance analytics
Sell side support services
Loan tape cracking and collateral analysis
Warehouse and conduit reporting
Deal structuring, pool optimisation
Periodic, thematic research and newsletters
Cash flow, waterfall modelling, third-party tie-outs
Sell-side research
Investor reporting, pitch book, pot list and new issuance tracking
Product coverage
Mortgage-backed securities: RMBS, CMBS
Asset-backed securities: ABS, CDO, CLO, auto ABS, aircraft ABS, credit cards/accounts receivable
Whole-business securitisation
Esoteric assets and transactions
Functional areas supported
Asset finance
Deal structuring
Investment banking: sales, research
Portfolio management
Risk management
Analytical tools/ platforms
Intex
Trepp
Bloomberg
Collateral Analysis System (CAS)
Advanced Excel and SQL
Automation and workflow management platforms
Aura - Automated Financial Data Extractor
Powerful financial data extraction and standardisation tool backed by strong artificial intelligence (AI)-/machine learning (ML)-based training algorithms.
AI-/ML-based training models/algorithms learn the way you append data and updates financial taxonomies automatically at the back end
Best-in-class lookback referencing functionality that empowers auditors
How we are different
One of the biggest structured finance support teams across knowledge service providers
Trusted partners for leading bulge bracket firms across geographies
Experienced in the use of market leading tools through multiple client engagements
Robust in-house training modules for securitized products