Collateral quality analysis
Know what supports the value.
Qualitative and quantitative analysis of static- and yield-bearing collateral, with explicit assessment of the liquidity, structure, counterparty, market and yield-related risks that determine collateral quality.
01Asset quality
02Liquidity
03Yield source
04Structural risk
05Stress resilience
Static collateral.
Yield-bearing collateral.
One risk-adjusted view of quality.
What the work answers