Collateral based debt and acquisition based debt remain among the most challenging of alternative assets to price especially if they (a.) never trade; or (b.) infrequently trade after initial pricing and original issuance. Both varieties are among the fastest growing categories of wholesale and consumer debt creation today. Both are widely held by fixed income absolute return managers largely for their superior current yields and the reputation of the given buyout group behind the loan.
GPE's synthetic and algorithmic pricing techniques lend themselves to providing distressed and leveraged fixed income managers a more thoughtful and precise valuation process and retrievable archive assembled over time.
iFVS™ offers annual subscribers a synthetic bid, mid, and offer price monthly for each asset which is customized to the size and VaR, value at risk, of the position held. Such data also become valuable for the fund manager's trading desk helping to determine entry and exit points over time for specific issues and assets.
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