“Overall I think the quality of the analysis is outstanding and despite minor price differences, the rationale behind your levels is clear and understandable
— IPV For Securitized ProductsGlobal CLO & European ABS bond valuations
“Being able to see all the assumptions laid out and the general narrative is ideal. It resonated with the desk and we managed to sign off much quicker than normal.”
— Head Of CLO Investments
CLO Pricing: Accountability, Transparency & Responsiveness
L3 Valuations equips you with a fully defensible set of pricing data. Our platform carries out a fundamental examination of each individual bond using sophisticated, proprietary algorithms to achieve immediate turnaround for CLO debt & equity.
L3 Valuations’ QA challenge process is set up to ensure you get a same-day response, directly from your portfolio analyst.
You will receive a fully written justification addressing any prices that you challenge upon request, including the characteristics of the bond, any recently observable trades and any comparable bonds that have traded.
As a result you are armed with a fully written description of the bond, DM/Yield & Price and so can be confident about the veracity and defensibility of your prices when meeting with front office, management, and audit.
Pre-crisis & peripheral € RMBS
Capital Relief Trades/SRT Deals
L3 Valuations also undertakes individual hand pricing with a detailed rationale for harder-to-price bonds that are impossible to value using pricing algorithms.
We specialise in pricing Capital Relief Trades, and pre-crisis and peripheral € RMBS.
We enhance the pricing file we deliver to you with our full rationale as standard for these bonds, but nevertheless the same challenge process applies as above.
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Contact us for 3 months of free bond valuations on your CLO debt portfolio No cost, no committment.
We'll send your valuations back, for free, within minutes. Simply get in touch:
L3 Valuations offers a compelling value proposition:
Our analysts are ex-traders with years of experience trading CLO/ABS structured credit securities and so fully understand the finer nuances of these bonds.
We approach each bond with a thorough & systematic process to ensure that each bond gets the full attention it deserves.
When requested, our valuations come with supporting data and commentary by the analyst, incl. any observable trade price colour.
All of which gives you a truly independent and justified valuation, enabling smoother workflow processes.
L3 Valuations offers several compelling reasons why our service will improve your valuations processes and pricing coverage:
Our client advantage
L3 Valuations equips you with a fully defensible set of pricing data. Our analysts carry out a fundamental examination of each individual bond including the application of risk adjusted asset level haircuts and proprietary cashflow modelling techniques (reinvestment, call/refi assumption, vectors, etc). and, upon demand, we provide a fully written justification around the characteristics of the bond, any recently observable trades, and any comparable bonds that have traded.
As a result you are armed with a fully written description of the bond, DM/Yield & Price and you can be confident about the veracity and defensibility of your prices when meeting with front office, management, and audit.
Portfolio valuations are undertaken with the same level of veracity and any challenges are immediately and personally responded to by your analyst.
Let's get started.
Contact us for 3 months of debt valuations - for FREE!
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