Integrand Analytics has in-depth knowledge and experience in modeling complex capital structures at collateral and deal levels. We incorporate a bottom-up approach in our models which enables us to take into account factors like default risk, prepayment risk and defeasance at the collateral level. We also have experience in modeling companion loans and senior-subordinate structures, cross collateralization, cross-defaults in CMBS mortgages.
At the deal level, we have modeled complex waterfall structures to predict bond cash flows and losses. We also implement various hedging mechanisms while valuing portfolios.
We have also built custom models for clients on top of industry leading data sources, incorporating their APIs using the latest technology in .Net, the database for fast and efficient products. (Note: Clients should possess a genuine license of third-party sources for us to build such customized solutions.)
Commercial Real Estate KPO Services
An independent capital market advisory and financial analytics firm that provides knowledge process outsourcing (KPO) services to commercial real estate industry.
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Custom Model Development
Our knowledge of structured finance and capability to build highly complex valuation analytics helps us in building customized models for our clients.