Lab49 has assisted a number of financial firms in adapting their securitized products business to the changing environment. Our involvement has ranged from helping clients evaluate strategic options in response to regulatory changes to developing state-of-the-art risk management platforms. These initiatives enabled our clients to better manage their existing portfolio of securitized products, and put them in a position to take advantage of arising opportunities.
- Distressed Asset Management
- Lab49 has performed a number of strategy projects to address present and future operational, technological, and process issues facing securitized products businesses. We have also helped clients build data warehouses to manage assets and provide business workflow and OLAP reporting.
- Collateral Performance
- We have helped clients understand the economic value and risks associated with the underlying collateral of securitized products such as Asset Backed Securities (ABS), Mortgage Backed Securities (MBS) and Auction Rate Securities (ARS). We have also designed and delivered collateral management systems that provide a structured repository for portfolios of securities.
- Portfolio Pricing
- Across a number of instrument types and clients, Lab49 has built security and portfolio-level pricing systems. Often these include integrating with live market data, managing cash flow generation assumptions and parameters, sector, deal and tranche-level pricing parameters, and event-driven workflow engines to provide controls for managing price creation and distribution.
- Model Governance
- Lab49 has helped clients understand best practices for creating, approving, and using complex models across the enterprise. We have implemented governance models and controls to ensure that the development of new models and analytics are tracked, and that their application in pricing and trading systems is fully understood.
Securitized Products Articles
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Securitized Products Case Studies
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