White Paper

This paper is for investors who are interested in realistic pricing for asset-backed securities (ABS). It presents a systematic and transparent approach to determine realistic ranges in bond prices based on the actual performance of the underlying collateral and the sensitivity of the prices to that collateral. The presented methodology is agnostic with respect to credit models and requires no assumptions
 on economic or other factors, thus freeing
 the user from having to create assumptions from scratch or use proprietary, third-party inputs.