“Overall I think the quality of the analysis is outstanding and despite minor price differences, the rationale behind your levels is clear and understandable
— IPV For Securitized ProductsGlobal CLO & European ABS bond valuations
“Being able to see all the assumptions laid out and the general narrative is ideal. It resonated with the desk and we managed to sign off much quicker than normal.”
— Head Of CLO Investments
CLO Pricing: Accountability, Transparency & Responsiveness
SCI Valuations equips you with a fully defensible set of pricing data. Our platform carries out a fundamental examination of each individual bond using sophisticated, proprietary algorithms to achieve immediate turnaround for CLO debt & equity.
SCI Valuations’ QA challenge process is set up to ensure you get a same-day response, directly from your portfolio analyst.
You will receive a fully written justification addressing any prices that you challenge upon request, including the characteristics of the bond, any recently observable trades and any comparable bonds that have traded.
As a result you are armed with a fully written description of the bond, DM/Yield & Price and so can be confident about the veracity and defensibility of your prices when meeting with front office, management, and audit.
Pre-crisis & peripheral € RMBS
Capital Relief Trades/SRT Deals
SCI Valuations also undertakes individual hand pricing with a detailed rationale for harder-to-price bonds that are impossible to value using pricing algorithms.
We specialise in pricing Capital Relief Trades, and pre-crisis and peripheral € RMBS.
We enhance the pricing file we deliver to you with our full rationale as standard for these bonds, but nevertheless the same challenge process applies as above.
Let's get started.
Contact us for 3 months of free bond valuations on your CLO debt portfolio No cost, no committment.
We'll send your valuations back, for free, within minutes. Simply get in touch:
Fundamental.
Accountable.
Independent.
SCI Valuations offers a compelling value proposition:
Our analysts are ex-traders with years of experience trading CLO/ABS structured credit securities and so fully understand the finer nuances of these bonds.
We approach each bond with a thorough & systematic process to ensure that each bond gets the full attention it deserves.
When requested, our valuations come with supporting data and commentary by the analyst, incl. any observable trade price colour.
All of which gives you a truly independent and justified valuation, enabling smoother workflow processes.
SCI Valuations offers several compelling reasons why our service will improve your valuations processes and pricing coverage:
Monitor Daily Market Prices
We make sure our clients are constantly in touch with market prices by setting you up with a portfolio on our platform to provide your pricing team with ongoing access to the secondary market, and we alert your team when fresh market pricing is received into our system.
100% responsive & committed
Direct email and phone access to our analysts provides immediate and direct response for the QA process. And as we only value structured credit all our attention, learning and client value is centred on improving your valuations in ABS, RMBS, CLO & CDO sectors. We are dedicated sector experts.
Access to market data
We have access to daily market price data which informs your valuations. We track prices and quotes in the auction markets (BWICs) in the structured credit sector globally; such data is a strong contributing element to your valuations.
Quality of service provided is paramount
SCI Valuations is based on best practice analytics. We employ industry standard dynamic cash flow modelling supported by collateral pricing and market colour from the SCI PriceABS service. Multiple default & prepayment scenarios are analysed. Our deep experience and knowledge of structured credit means more accuracy and thorough back-up analysis.
Increase your pricing team’s productivity
Exceed management expectations by reducing internal challenges. Finally clear up uncertainty on valuations against the problematic bonds you battle with each month, and make your team shine in front of management. Reduce the fear of failure and stress, and ultimately, go home earlier!
Our client advantage
SCI Valuations equips you with a fully defensible set of pricing data. Our analysts carry out a fundamental examination of each individual bond including the application of risk adjusted asset level haircuts and proprietary cashflow modelling techniques (reinvestment, call/refi assumption, vectors, etc). and, upon demand, we provide a fully written justification around the characteristics of the bond, any recently observable trades, and any comparable bonds that have traded.
As a result you are armed with a fully written description of the bond, DM/Yield & Price and you can be confident about the veracity and defensibility of your prices when meeting with front office, management, and audit.
Portfolio valuations are undertaken with the same level of veracity and any challenges are immediately and personally responded to by your analyst.
“Overall I think the quality of the analysis is outstanding and despite minor price differences, the rationale behind your levels is clear and understandable.”
“Being able to see all the assumptions laid out and the general narrative is ideal. It resonated with the desk and we managed to sign off much quicker than normal.”
Let's get started.
Contact us for 3 months of debt valuations - for FREE!
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