MIAC Analytics has tremendous expertise in establishing appropriate market pricing and asset valuation including key input models like redemption forecasts, arrears and possession assumptions, and yield spreads. We then apply these assumptions to generate asset-level cash flows within MIAC Analytics™ to inform you, and deliver the pricing information you need.
Our extensive experience allows us to provide clients with sophisticated asset valuations related to the following product types:
Whether your purposes for asset valuation are for NAV calculation of assets owned by a hedge or private equity fund; validation of balance sheets carrying value; risk retention and/or derecognition of assets; or for a strategic review in support of an asset disposition strategy; our independent analysis can help.
We utilise a discounted cash flow approach to asset portfolio valuation, but keep bespoke client requirements in mind at all times. As a result, the framework of our data management and cash flow tools facilitate flexibility.
Our tools take account of collateral revaluation (including forecasted future paths); behavioural, macroeconomic and loss models; duration: from default to possession and possession to liquidation; as well as prepayment and yield models.
We provide added value to each valuation project or ongoing valuation client by providing bespoke, granular insight into the price dynamics of the portfolio to empower clients with a deeper understanding of their assets.
With our portfolio segmentation you’ll gain a deeper understanding of the value of underlying components of the portfolio.
By running price sensitivity on key input parameters or economic assumptions you’ll not only obtain a deeper insight into price drivers; you’ll also understand the impact on price from deviations from expected performance.