OUR DATA DRIVEN APPROACH COMPLEMENTS FUNDAMENTAL CREDIT ANALYSIS AND CASHFLOW MODELLING WITH MACHINE LEARNING TECHNIQUES

Proprietary Data Lake

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Fully credit risk priced 2,000+ leveraged loan database updated daily, combined with fundamental credit analysis of individual loans and 200+ CLO portfolio DD calls annually

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Scraped database of ~150,000 CLO trustee reports updated daily

Multi-stress cashflow library for 17,000+ CLO tranches, updated daily

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Automated NLP based real-time CLO tranche trade data capture engine

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CUTTING EDGE

MACHINE LEARNING ALGORITHMS

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Outcomes

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NAV preservation & credit loss minimisation

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Agile relative value trading

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Optimised portfolios for all-weather risk adjusted returns

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Alpha captured from CLO manager style and performance analysis

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