Why Quantinal for NPL’s
- Financial modeling company specializing in distressed debt and structured transactions;
- Over 25 years of capital markets, commercial mortgage, real estate and modeling expertise including modeling performing, sub-performing, and non-performing loans and portfolios both domestically and internationally;
- Extensive network of industry contacts to supplement client's needs for any engagement;
- Firm's principal was a key contributor to the RTC's Appendix "H" derived investment value" (DIV) Model and was a pioneer in the first CMBS transactions during the 1980's;
- Stellar client list of Wall Street Firms, Opportunity Funds, and Special Servicers (see below);
- Expert in cash flows, structuring and building durable models to take assets from initial scrub and stratification, through underwriting, closing and subsequent asset management;
- Quantinal Capital's input provides a valuable 3rd party outlook and helps prevent the risk of "groupthink" and remaining with a status quo perspective;
- The range of models already created include underwriting templates, rollup models with macros, performing, sub-performing and NPL portfolio models;
- Expert in determining which assets to underwrite as well methods to extrapolate from underwritten assets to non-underwritten assets for highly granular portfolios;
- Flexible with travel and experienced in meeting hard and fast deadlines;
- Ongoing support and report generation to comply with reporting requirements of servicing agreements and investor reports, including industry standard reporting packages.