Our Expertise

We know the West Coast market and the types of asset—including the valuation trends and asset performance. 

•  We are monitoring 400+ individual banks’ loan portfolios, data reporting, and operations on a daily basis, and have been for the past year.

• We are looking at real estate assets across the US, but predominantly in places that have experienced the worst of the credit crisis (California, Nevada, and Arizona).
•  We are analyzing mortgage data on a loan-by-loan level, and in the highest granularity, across all loan characteristics and for all asset classes / products offered by various banks.

Solutions

An organization’s ability to value manage collateral exposure can enhance financial performance, mitigate losses, improve liquidity, and reduce funding costs.

Effective collateral valuation and management requires highly sophisticated financial tools—constructed with robust cash flow algorithms, term structure models, customer default and prepayment formulas, as well as the effects of vintage and location and other characteristics on the collateral. 

However, few companies are equipped to fully address their collateral’s liquidation valuation and management due to slow and non-integrated systems, cost of data gathering, unpredictable or unstable markets, and insufficient in-house modeling or assumption design capabilities. 

SilverBay developed, refined, and is constantly updating the Collateral Valuation Service (CVS) in direct response to client needs for improved asset liquidation measurement, risk mitigation strategies, and determining appropriate allowances for loan loss reserves.

•  Enhanced risk management valuation
•  Improved regulatory compliance
•  Enhanced credit and market risk assessment and management
•  Enhanced cash flow and fair market value forecasting
•   Improved asset and liability alignment
•  Enhanced corporate governance