Structured Finance

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Arc Analytics - Structured Finance

About

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The primary Structured Finance products are the Portfolio Risk Calculator and the Cash Flow Simulator. These tools can be used in conjunction to perform both the asset & liability side analysis of a transaction, with a dynamic, flexible and unique user experience. The Transaction Hub provides data on the Structured Finance universe.

Sector Advantages

The Cash Flow Simulator enables users to test whether the cash generated by a portfolio of assets can satisfy the interest and principal payments of the liabilities under varying levels of stress.

The PRC can be used to assess the default risk of various loan portfolios including CLOs / SMEs, Project Finance and Trade Finance.

These tools can be used in conjunction to run comprehensive end-to-end scenario analysis on Structured Finance transactions.

The Structured Finance products can be used to support the analysis conducted by Institutional Investors, Family Offices, Hedge Funds and Sovereign Wealth Funds.

It enables the user to continually assess the up-to-date risk of active investments in Structured Finance transactions as underlying portfolios and expected scenarios evolve.

The tools can be used to determine at what risk levels transactions can satisfy the required liability side payments.

The products can be used to provide support to Students and Academic Institutions.

 

Users of the Cash Flow simulator can learn, with our easy-to-use interface, how to run comprehensive scenario analysis to assess the risk of a Structured Finance transaction.

 

The PRC demonstrates how the default distribution of a portfolio of loans is calculated by way of a Monte Carlo simulation, using a Gaussian copula model.

The Transaction Hub gives insight to all counterparties in the Structured Finance universe around key details on numerous transactions through an interactive dashboard with different views & filters.

 

Users can evaluate the composition of different types of Structured Finance transactions across different countries and gain information including, where available, the deal prospectus.

Structured Finance Products

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PORTFOLIO RISK CALCULATOR

Assess the default risk of various loan portfolios ranging from trade finance to CMBS, consumer and project finance by way of a Monte Carlo Simulation under a Gaussian copula framework. The key output is the default and recovery rates for different risk score scenarios / confidence levels which, if the user wishes, can form part of the asset side assumptions of our Cash Flow Simulator.

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CASH FLOW SIMULATOR

Run comprehensive scenario analysis to evaluate whether the cash generated by a portfolio of assets (usually underlying a Structured Finance transaction) can satisfy the required interest and principal payments of the liabilities. If required, it can be used in conjunction with our Portfolio Risk Calculator product to generate some of the key asset side assumptions that feed in to the Cash Flow Simulator.

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Transaction Hub

Provides a variety of informative data on transactions in the Structured Finance space through an interactive dashboard with different views & filters.