SitusAMC is a leader in valuation, analytics and risk advisory solutions, providing independent, rigorous (SOC 1 Type 2 exam successfully completed), tech-enabled and expert-led valuation and risk solutions that support a broad range of financial instruments and illiquid investments.
We work with institutions of all types to holistically identify, quantify and manage their business exposures through the transparent and defensible modeling, analysis and market-informed valuation of the financial incentives, risk exposures and optionality embedded in their businesses. Our work supports a broad range of applications including accounting, financial reporting, transactional and regulatory requirements, as well as risk reporting, ALM / ERM / MRM and pre-acquisition analysis, among others, e.g., ASC 820, SR 11-7, CECL, IFRS 9, IFRS 13, CRR, etc.
Instruments and Investments Supported
- Residential (Forward & Reverse) Mortgage Loans
- Performing, EBOs, NPLs, RPLs
- MSRs
- Commercial RE Loans
- Corporate Debt
- Consumer / MPL loans
- Core Deposits
- Securities:
- RMBS, CLOs, CDOs, RMBS, CMBS, CRE CLOs
- ABS and other Structured Finance instruments of all Collateral Types
- Corporate Securities
- Other Alternative, Complex & Hard-to-Value Assets
Services
Valuation Coverage
- Valuations (Assurance, Point Estimates, Range of Values)
- Investment Portfolio Policy Review & Development
- Reporting Advisory - Input Leveling &Valuation Support
- RESI Whole Loans & MSRs (Forward Reverse), Performing, Reperforming, NPLs, EBOs, HELOCs and Second Liens
- CRE Debt: Senior, Mezz, Bridge, Small Balance, SASB Loans
- Consumer / MPL Loans & Securities
- Corporate Debt and Securities
- Structured Securities: CLOs, RMBS, ABS, CMBS, CRE CLOs
- Other Alternative, Complex & Hard-to-Value Assets
Analytics & Risk Advisory
- Existing MSR & Whole Loan Portfolio Hedging
- New Origination Pipeline Hedging
- Stress Testing, Scenario Analysis
- Sensitivity / Volatility Analysis
- Risk Attribution Reports
- Enterprise Profitability Analysis
- Hedge Decision-Making
- Hedging Program Implementation Advisory
- Testifying Expert and Litigation Consulting
- Impairment Analysis
- Cash Flow Projections
- Web-based Reverse Mortgage Analytics, Data Licensing
