Valuation & Advisory Services

allcap provides structured credit valuation and advisory services to a variety of institutional clients including banks and supranational authorities.

Services offered include:

  • advice on appropriate theoretical frameworks to value assets in the absence of sufficient market data
  • asset modelling to calculate long term economic value
  • portfolio monitoring and credit analysis, making trade recommendations
  • scenario analysis, calculating expected losses under a variety of stresses
  • assisting in unwinding / selling portfolios of difficult illiquid assets and recommending execution strategies
  • restructuring distressed holdings such as CDO's and other complex structured transactions
  • representing client interests in work-out and restructuring situations
  • advice on asset liability management and regulatory issues

allcap has been appointed to two panels of advisors by the European Commission to provide valuation and advisory services to the Commisson about impaired assets that banks in receipt of state aid hold on their balance sheets.