Metrix Credit Technologies | Projects

Recent Projects

Listed below are recently completed and ongoing projects for which we have been contracted.

Model and stress credit card portfolio and related credit facilities. Analyze alternative debt structures.

Create cash flow modeling system to track residuals of large portfolio of private auto securitizations (loans and leases), public auto securitizations and credit facilities. Reverse engineer sub-prime and prime auto securitizations; Audit and cross reference models with legal documents; Perform monthly and quarterly stress testing of portfolio and residual analysis for submission to regulators. Prepare detailed senior management reports and presentations.

Design, program and maintain loans performance database for large international bank; track performance of loans in securitizations and related warehouse credit lines, automate data transfer from servicers; track collections, defaults, prepayments, recoveries, delinquencies. Assets include prime and sub-prime autos, leases, RV, marine, dealer floorplan. Prepare detailed senior management reports and presentations. 

Provide new issuance securitization analytics. Perform all deal related collateral analysis and cash flow modeling for securitization of auto loans in Brazil for large European auto company. Create cashflow model specific to Brazilian Bond Market, perform all rating agency modeling and stress testing. Create price/yield tables, valuation and pricing at closing.

Create telecom assets cashflow model. Design portfolio database and program queries for strats and replines. Create assets liability cashflow model. Perform collateral analytics and cashflow modeling. Stress defaults, advance rates and interest rates. Audit and cross reference cashflows with legal documents.

Enhanced RMBS Prepayment, Default, and OAS Models to include both Fixed Rate RMBS and Agency Hybrid ARMs. Utilized Models to provide comprehensive bond, portfolio, and balance sheet valuation, risk metrics, economic scenario analyses, hedge strategies, and forward income, balance sheet, and earnings projections in Investor Reporting templates.

Developed proprietary financial models and historical underwriting and performance databases for the analysis, purchase, and financing of investments in Freddie Mac Multifamily Series K Fixed and Floating Rate subordinate tranches. Advised on all aspects of business plan development, fund-raising, structuring, pricing, execution, and asset management

Development of state-of-art proprietary cloud-based Natural Language Processing and Machine Learning Service with application to high-performance digital reading, summarization, recall, and prediction of financial market research and news documents.

Model and reverse engineer portfolio of subprime mortgage securitizations with stressed credit enhancement. Analyze monthly servicer reports. Audit and cross reference cashflow models with legal documents.

Perform cash flow modeling and perform scenario analysis on portfolio of unsecured consumer loan portfolio. Create alternative debt liability and credit enhancement structures; Audit and cross reference models structure with legal documents.

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