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 3^rd 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.

Making the world a better place... one spreadsheet at a time!