Portfolio Valuation
ZAIS Solutions provides expert valuation services through extensive modeling and analytic capabilities combined with broad market involvement.
Valuations are independently based upon matrix pricing, market pricing or customized pricing. Customized valuations are based on specifications provided by a subscriber. Specifications may include assumptions about liquidity or holding period.
All valuations are reconciled to current market factors, trading activity, industry research and relevant index levels. Supporting documentation for valuations is archived and provided to subscribers and/or their assignees (i.e. auditors) upon request.
Featuring:
- Follow agreed-upon procedures to independently determine the value of each security
- Collect prime broker / dealer / counterparty marks on a daily, weekly and/or monthly basis
- Collect marks from traders or portfolio managers
- Real-time monitoring and tracking of market trading levels
- Compare changes in individual marks with overall changes in the market
- Compare changes in security mark-to-market to change in issuer credit quality
- Challenge inconsistent or suspicious marks
- Compute fund net asset value (NAV) and provide other valuations as needed
- Provide independent month-end marks for products including CDO, CLO, ABS, CMBS and RMBS