Structured Finance - Sophisticated Bond Analytics

Citi has developed an advanced, comprehensive analytics tool to support structured finance transactions throughout the life of the deal. This sophisticated system provides the structured finance community with the most timely, complete and accurate information available.

The bond analytics tool provides multiple benefits to all parties involved in a structured finance transaction. Among them:

  • Amortizes collateral based on different prepayment speeds, lockout scenarios and loss assumptions
  • Handles reverse engineering, bond administration and tax reporting
  • Standardizes the creation of a bond cash flow model to calculate bond payments
  • Feeds actual or projected collateral information into the bond cash flow model for monthly distributions or multi-scenario analysis
  • Generates projected interest and principal bond payments for comparison to published DEC tables and underwriter cash flows
  • Performs interest, prepayment and default stress test on bond cash flow models
  • Calculates bond prices and yield changes
  • Creates customized investor reports.