Dynamic Credit Analytics

Dynamic provides advisory services for a wide variety of fixed income securities, mainly using proprietary analytical models and systems. In-depth services include but are not limited to: valuations, risk/loss projections, indenture/covenant analysis, portfolio strategies and liquidation/execution

Dynamic's Advisory Services Presentation

Why Dynamic?

  • Expert Residential and Commercial Mortgage Credit Teams
  • Proprietary Analytics
  • Sophisticated “Complex Structure” Asset Management
  • Expert CDO Analysis
  • Derivative and Synthetic Portfolio Expertise
  • Diverse US and European Expertise
  • Extensive Deal Database and Integrated Data Sources

Advisory Services

  • Valuations (Fair Market and Intrinsic Values) across cash structured products and a wide range of derivatives
  • Risk/Loss and Impairment Analysis using Dynamic's Proprietary Analytics
  • Indenture/Covenant; ISDA Documentation Analysis
  • Restructuring/Retranching Solutions
  • Portfolio Surveillance, Monitoring and Management
  • Liquidation/Disposition Advisor & Agent
  • Training, Tutorials and Seminars by Dynamic's Senior Structured Credit Experts

Highlights of Select Advisory Projects

  • Portfolio analysis on approximately 800 RMBS positions as part of a successful refinancing of a REIT
  • Analysis of a monoline’s structured finance exposure totaling more than $26 billion for a private equity investor. Dynamic’s analysis showed expected losses that were 6 times greater than runs using conventional analytics systems
  • Valuation of a Yankee bank’s exposure to $12 billion of ABS CDOs, CDO^2s, CLOs and RMBS under a variety of customized stress scenarios
  • Valuation of approximately 100 diverse structured credit securities positions as subcontractor to a market leader in the independent financial product valuations sector

Sample Valuation Reports

Dynamic Credit Analytics is an independent company, not legally affiliated with Dynamic Credit Partners, LLC.