STRUCTURED FINANCE ANALYTICS

We handle all aspects of the REMIC reporting process. We calculate, produce, and distribute 1099 OID Supplement information at the certificate level, handle the completion of Schedule Q (Form 1066) on a quarterly basis, and generate and submit annual REMIC returns to the IRS. We also produce tax reports for grantor trusts, widely held fixed income trusts and partnership arrangements, and calculate the projected excess inclusion income of residual interests under different prepayment assumptions.

We specialize in pre-issuance transaction reviews and deal cash flow modelling. Our technical knowledge means we can surface and decipher ambiguous governing document language early on, navigate discrepancies and provide confident upfront guidance on complex scenarios within narrow timeframes. We also advise on the treatment of loan modifications in legacy transactions where the governing documents do not contemplate servicing practices.

We deliver monthly payment calculations in conjunction with trustees and reconcile discrepancies before payments are distributed – minimizing revisions and mitigating litigation risk. Our calculations validate unique and complex bond waterfall rules and provide critical support during trigger events.

We are the only independent firm in the market that processes live monthly collateral data and runs it through proprietary waterfall models. We do not simply analyze predetermined results.

By shadowing transactions with live data through independent models, we strengthen audit trails, minimize revisions, and ensure uninterrupted payment continuity—even during system outages—giving clients peace of mind and operational resilience.

Our software and modelling tools allow for more efficient analytics. We can produce detailed cashflow models and review historical transactions using multiple “what-if” scenarios within hours, as opposed to days. We also offer excess inclusion income consolidation across portfolios and residual interests.