The risk management professional today stands taller and more prominently than any time since the fall of Long Term Capital Management in 1998. During a period of credit retrenchment, his or her ability to respond to management and LP or shareholder demands for the right data and the right marks to market becomes crucial.
The recent decline of prices in below investment grade tranches and sub-prime mortgage collateral has placed a new emphasis on expectations for reporting and disclosure of independent fair value pricing of structured products and their tranches. FASB 157 has yet to encounter a CDO or CLO it could not embrace. And the global financial system is the stronger for it.
GPE has recruited one of the most experienced teams in the world today modeling and pricing a growing universe of these complex issues. For a sample CDO or CLO fair value report please call us at 609 951 2265 or email info@gpe-inc.com.
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