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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