SUCCESS STORY

Audit & validation reporting of CLO model (structured finance, data & analytics)

The Problem

Finding the Inconsistency in the collateral and bonds cash flows in the model which was being compared with third party cash flows.
Audit of application of the cash flows due to various default and prepayment, partial prepayment scenarios.
Auditing of priority of payments and providing our findings.
Finding of miscalculation of various fees involved in the structuring and servicing process.

Process

Reporting the formula errors and conceptual errors in the model.
Validated the calculations for various servicing fees which played an important part in the revenue calculation as well.
Identifying the existing process and building the process manual.

BTM Financial Solution

Validated the calculations for various servicing fees which played an important part in the revenue calculation as well.

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