Risk Management and Surveillance
The impact of defaults and prepayments is constantly changing the cash flow pattern of structured finance instruments.  Today's environment demands that responsible corporate governance include proactively designed surveillance models. Hollister assists clients build and support proper governance processes though:

• Static and stochastic ABS, MBS, CDO and CMBS cash flow models
• Asset valuations and servicing analysis
• Best-execution models
• Static Pool Analysis
• Reg AB Compliance
• Surge assistance and reverse engineering
• Data mining and loan performance analyses
• Risk management: factors, counterparty analysis, credit scoring
• Credit Risk Surveillance
• Customized relative value research
• Sensitivity ("what-if") scenarios and analysis
• Mortgage Servicing Rights (MSR) and servicing analysis

 RECENT PROJECT