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Risk Retention Valuations for RMBS, CMBS, and ABS

A market leader in structured products pricing services for over 20 years

  • Pricing of illiquid RMBS/CMBS/ABS bonds at all rating levels of the capital structure including residuals
  • Provide independent third-party level 3 bond valuations consistent with ASC 820 Fair Market Value Measurements
  • Provide industry best practices CECL analysis for both distressed and collateralized mortgage-backed securities
  • Establish the collateral default rates, loss severities and voluntary prepayment assumptions required for forecasting cash flows and CECL using MIAC’s Core™ family of behavioral models
  •  MIAC’s collateral behavior expertise is combined with MIAC Analytics’s BondAgent™ waterfall modeling solution
  • Provide a complete valuation analysis package that incorporates collateral forecasts, bond analytics, pricing sensitivities and historical performance tables
  •  Provide an independent and unbiased valuation analysis from a team of seasoned experts in the mortgage-backed securities industry
  • Our valuation team will provide you with a complete explanation of the assumption discovery process and defend the valuation analysis with your auditors