Structured Finance research and analytics for a global Investment Bank

  • 15-20%

    more client-facing time for bankers

  • $20bn+

    new issuance structuring support

  • 5,000+

    projects handled every year

  • 15%

    increase in deal volume due to offshoring


CLIENT CHALLENGES
  • The client’s board engaged a global consulting firm to identify the right partner to accelerate its strategic growth plan in the Securitization division
  • Acuity Knowledge Partners was selected to provide knowledge services after a rigorous selection process
  • As part of this mandate, the client required MA Knowledge Services to perform data tape cracking using CAS (Collateral Analysis System) and MS-Excel
  • The client also required support for creating stratification tables using loan-level data for a deal’s prospectus and replines for the pool to run analytics in Structuring a deal
  • Asset classes included auto loans, equipment loans, student loans, and residential mortgages
OUR APPROACH
  • Acuity Knowledge Partners deployed a team of 6 domain specialists knowledgeable in asset classes,collateral analysis, and structured finance with proficiency in MS-Excel and CAS
  • The lender’s raw data files were loaded in the CAS system and checked for errors by scrubbing the data files
  • Key fields and metrics were identified for each asset class to provide the best overview of the underlying pool
  • The required stratification tables and replines were created by putting filters for eligibility and grouping criteria under different scenarios to identify the optimal pool
  • The replines were used to project cash flows through INTEX DealMaker
IMPACT DELIVERED
  • BIS team led by team leads with IB analytics experience who understand banker requirements and deliver highquality results
  • Dynamic shift balancing based on workload enables resource utilization in a 24x7 setup
  • Heavy rationalization of MDS requirements
  • Created centralized repository of documents, enabling reusability of research, resulting in time and cost savings
  • Advised bankers on best sources to retrieve required information
  • Integrated IB analytics and BIS model to enable faster turnaround time for analytics requests that required BIS support
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What we have done

Preissuance deal support for an institutional investment bank
What we are proud of

>50%

savings in staffing costs

25%

increase in outreach