Securitization and Capital Market Consulting
Structuring, processing, reporting and investor information

The refinancing platform TXSuite supports our customers during the entire process of securitization of all kinds of assets, particularly at:

Data Management
Our ad-hoc and batch import modules offer a wide range of tools for mapping, correction and validation to master the difficult balancing act of providing a high data quality in a short implementation time.

Portfolio Overview and Analyses
After importing it, all data is accessable in the central “asset warehouse” and can be evaluated by internal reports. In addition, any subportfolios can be selected and analysed ad-hoc.

Pool Selection and Sampling including Slicing
It is possible to select by any asset criteria from the basic amount of assets to build up a pool for the transaction or to sample by desired portfolio criteria (e.g. WALTV). In this process it is possible to decide in detail which part of the asset shall be included in the pool.

Replenishment
To replenish repayments it is possible to define comprehensive replenishment rules.

Cash Flow Calculation
Asset cash flows are imported periodically or rolled out for the future and then aggregated on portfolio level.

Waterfall
Any types of waterfalls and waterfall elements including triggers can be handled with TXSuite to calculate the division of the portfolio cash flow to the single tranches and other transaction elements.

Investor and Payment Reports
An efficient report generator enables the user to access any pool data or calculated interim values and display them in table form or graphical form.

In addition, we provide separate tools to increase the transparency of ABS transactions even more:

• Stress testing to consider the future KWG (Banking Act) requirements:
  To support investors with the scenario analysis and the required stress testing we provide deal-specific Excel tools. They include the waterfall of the deal and updated performance data.
• Analysis of ECB loan level information
  We provide an easily operated and highly efficient analysis tool to evaluate the single asset data efficiently and significantly for ABS investors.

We install our solutions on customer systems or execute them in-house in line with our outsourcing services.