Valuation
Valuation of securitisations, credit derivatives, bonds, loans and private equity, from pricing at purchase to issue or purchase to valuing positions over time.
- Securitisations and credit derivatives
- Bonds and loans
- Private equity
- For loan investors: price loans at purchase, revalue positions over time and analyse credit risk at individual and portfolio levels
- For lenders and insurers: RAROC and FTP models for credit and political exposures
Related research
Capital Adequacy Benchmarking for MDBs
Read the full paper. This report presents a capital adequacy benchmarking analysis for nine prominent Multilateral Development Banks (MDBs), conducted by Risk Control and sponsored by the MDB Challenge Fund. The study aims to implement Recommendation 5 of the…
Full text · figuresData Template for MDB Loans
Multilateral Development Banks (MDBs) are mandated by their shareholder to help Emerging Market and Developing Economies (EMDEs) achieve the 2030 Sustainable Development Goals (SDGs) adopted by United Nations member states in 2015. Recently there have been…
Full text · figuresAnalysis of SDR-Based Hybrid Capital for MDBs
Read the full paper. The African Development Bank (AfDB) and the Inter-American Development Bank (IDB) have co-developed proposals to boost the lending capacity of Multilateral Development Banks (MDBs) using Special Drawing Rights (SDRs) to create MDB hybrid…
Full text · figuresTell us the question. We’ll show you the model.
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