NewOak provides advisory services and solutions regarding the risk assessment, valuation and management of the credit risk components of hard-to-value loans, securities, and a broad range of other complex instruments and derivatives.
- Advisory work ranges from simple month-end pricing/valuation to complex risk assessment and investment strategy.
- We employ a granular valuation process which combines fundamental and quantitative analysis driven both by top-down analysis of our macroeconomic view and bottom-up analysis through our line-by-line collateral analysis.
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Valuation services include a broad range of asset classes such as:
- Residential Whole Loan Mortgages and RMBS Securities (agency & non-agency)
- Commercial Real Estate Loans and CMBS Securities
- Corporate Credit and Leveraged Loans
- ABS (Consumer, Equipment, Trade Receivables, and Project Finance)
- Structured Products, such as CDOs, CLOs and related Derivatives such as CDS
- US and Non-US assets (subject to availability of data)
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Valuation services have been used to provide:
- An independent third-party market valuation
- Validation and augmentation of internal valuation processes
- A detailed "deep dive" risk assessment and on-going portfolio management and surveillance
- Strategies for restructuring and "de-risking" of balance sheets
- Third-party impairment analysis and regulatory capital review and solutions
- Hedging risks
