Structured Finance Services

Structured Finance Services

End to end support throughout the securitization lifecycle via tailored Structured Finance analytics, modeling and research implementation.

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.

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.

Aura - Automated Financial Data Extractor

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

What we have done

Support for Consulting and Corporate Firms
Structured finance issuance database and research for a large Japanese investment bank
What we are proud of

18+

crucial morning hours saved every week

40%

reduction in turnaround time

Support for Consulting and Corporate Firms
Pre-issuance deal structuring support to an institutional investment bank
What we are proud of

20%

More client-facing time for senior bankers

$300k+

Savings through our support

Support for Consulting and Corporate Firms
Structured finance research and analytics support to a global investment bank
What we are proud of

$20 bn+

new issuance structuring support

5,000+

projects handled every year

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