LoanGrid

LoanGrid is a fixed income research platform, designed to capture data and track performance of all popular fixed income asset categories, including Corporate Bonds, Certificates of Deposits, Commercial Papers, Asset Backed Securities and Covered Bonds. The platform provides investors with tools to screen bonds for research, fetch their information from available data sources and information providers, analyze possible performance, rating movements and pricing and view risk analytics of these instruments in their portfolio.


LoanGrid provides credit models, integrated with economic views, to help forecast the rating behavior of the issuers, the underlying portfolio and the bonds. This would allow investors to make educated investment decisions, while validating the rating calls issued by the rating agencies. 

LoanGrid offers an integrated platform to manage loan level data, in a standardized format, generate performance analysis with cashflow models, stress it to ascertain behavior, price the bonds and measure portfolio performance using risk and attribution analysis. 

I-Peritus LoanGrid platform is designed to address the critical needs of the new market place. LoanGrid

  1. Organizes loan level data into a repository for a simplified view of the loan portfolio
  2. Provides One View on obligors, across asset classes, if data is available
  3. Integrates Credit Bureau information on obligors
  4. Integrates financial data on projects for Commercial mortgages
  5. Allows effective surveillance, and
  6. Supports
    1. Reverse engineering of deals using the Deal Structuring tool
    2. Performance analytics
    3. Credit modeling
    4. Cash flow models
    5. Valuation
    6. Scenario modeling
    7. Portfolio analytics
    8. Risk management
    9. Alerts on performance and possible price and rating movements

The product calculates the monthly prepayment rate, delinquency and default rate and the delinquency roll rate for a host of asset types. LoanGrid models are tuned to the underlying portfolio and use several factors including interest rate, property prices, loan size, loan to value ratio and obligor scores to predict behavior. LoanGrid computes the cash flow from individual loans, aggregating it at pool level, which is a valuable metric to assess the impact on the pool they belong toand the ABS tranches they support. 

LoanGrid facilitates upload of loan level data, from originators, trustees or servicers in CSV, XLS, XML or any transferable data format, into LoanGrid repository. The platform currently uses Microsoft SQL as the database, with plans to re-organize the data on a Big-Data structure. The platform secures proprietary and non-public data, allowing access only to authorized users. The prepayment, delinquency and default models are adjusted to the underlying pools and co-reviewed periodically by I-Peritus and the client. 

The LoanGrid Portfolio & Risk analytics provides investors with a performance view on their portfolio and LoanGrid combines surveillance with analytics, ensuring better risk management and improved profits. 

  • Asset Managers
  • Hedge Funds
  • Mutual Funds
  • Family Offices
  • Wealth Advisors
  • Stock Brokers
  • Research Firms

Contact

Address :
311-312 Woodrow,
Veera Desai Road, Andheri (West),
MUMBAI 400053, INDIA.


Phone :
+91-22-42934750

Email :
corporate@iperitus.com
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