Please see our Products & Service Offerings
Transaction Whole Loan Analytics
- Zachary Ventures has worked on over $88bn of assets across various asset classes and geographies.
- We provide buy-side, sell-side transaction valuations and projections of performance for acquisition, sale, monitoring, surveillance purposes.
- Service includes use of internal Zachary Ventures predictive models as well as Seller historical data and other benchmarks where available.
- Results includes a number of macroeconomic scenarios related to interest rates, house prices, GDP growth, unemployment and other variables that can assist with stress testing
Bespoke output provided for IFRS9, EIR and regulatory/economic capital requirements.
Assurance and Validation Services
- Assurance and review of internal models including:
- Basel PD/LGD/EAD,
- Other credit risk and prepayment models,
- Valuation and loss forecasting models,
- Internal Treasury models, interest rate risk management models, warehouse models, liquidity models,
- Liability cash flow and securitisation models.
Bespoke Data Science and Predictive Analytics
- We build bespoke machine learning and related predictive models and tools to help make better decisions, including financial services, healthcare, retail, e-commerce and other industry sector. Our models help clients to make better decisions based on their own bespoke experience as well as broader industry data.
- For financial firms, we develop predict models to forecast prepayments, defaults, credit migrations, often using internal data and other benchmark data. Such models also assist with pricing financial products, determining credit risk and lending policies and determining Firm-wide risk appetite.
Other Advisory Services
- Marketing and structuring debt and equity investments across asset classes to prospective investors. We work closely with issuers to understand their specific requirements and financing needs.