Asset Valuation

Chatham Financial has built on its expertise in derivatives and debt valuations by expanding our services to include assets. Markets and accounting standards are changing rapidly. Chatham can help our clients to navigate the changes by providing sophisticated, quantitative valuations for both liquid and illiquid assets using our deep market knowledge and cutting-edge technology. Our consistent methodology and well-documented assumptions provide our clients with what they need to comply with associated accounting and regulatory burdens.

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“Chatham’s valuations provide us with a strong analytical methodology which supplies us with a documented means to substantiate values for somewhat illiquid assets. Chatham’s methodology is comprehensive and insightful. They have been very responsive to our toughest questions.”

— Mark Cvrkel, Treasurer & CFO, Susquehanna Bank

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Chatham has sophisticated models for valuing collateralized debt obligations (CDOs) made up of trust preferred securities (TruPS). Our methodology builds upon credit analysis of each issuer into the CDO and models the expected cash flows based upon proprietary determinations of the projected default probabilities of these issuers. We have worked with clients since 2009 to value securitizations such as those issued by:

• ALESCO


• MMCapS Funding


• MM Community Funding


• Preferred Term Securities, Ltd. (PreTSL and I-PreTSL)


• Regional Diversified Funding


• SOLOSO


• TPREF Funding


• Trapeza


• TROPIC


• US Capital Funding

Please contact your Chatham consultant regarding any questions associated with valuing your assets. As always, we are happy to discuss our approach.