Structured Credit

We draw upon our principals' experience of working at credit trading and structuring desks of a major investment bank to provide bespoke modeling services across all securitized and structured credit products.

We not only have experience in dealing with various collateral types but also understand structural complexities of the liability side for such transactions. We undertake bespoke modeling projects for issuers tapping the capital markets or investors looking to analyze investment opportunities.



Our Clients

Oxane has worked with leading market participants including issuers, arrangers and investors of structured credit securities.

  • Structured Credit Funds
  • Lending Platforms
  • Investment Banks

Our Offerings

We act as in-house analytical partners for issuers, supporting them through the entire financing process, by assisting in pool selection, historical analysis, capital structure optimization, rating agency type models and investor reporting. We also support investors in developing bespoke models to analyze complex structured credit transactions capturing asset side cashflows and liability side waterfall with flexible assumptions for running sensitivity analyses. We have worked on several structured credit transactions covering RMBS, CLOs, student loan portfolios and other asset-backed securities. We also provide independent valuation on illiquid privately placed transactions.

Advisory Services

1
Financial Modeling

Bespoke, robust and reliable modeling services combining specialist modeling skills with deep commercial understanding.

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2
Portfolio Management

Comprehensive oversight, data management, monitoring and reporting to strengthen and streamline asset management.

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3
Independent Valuation

Valuations on 'hard-to-value assets' for internal, investor or regulatory compliance.

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Engagement Snapshots