The
Asset Value Distribution (AVD) Model generates
expected asset values and a distribution of future asset values
for one or more specified aircraft. This model can be
used to allocate capital and analyze collateral coverage.
The
Asset Value Guarantee (AVG) Model assesses the
risk and generates a fair market price for one or more
asset value guarantees (AVGs). This model can support
pricing, mark-to-market analysis and capital allocation
using a stochastic
methodology.
The
Aircraft Loan (AL) Model can be used to evaluate
the risk associated with individual loans secured by
aircraft using a stochastic methodology. This model supports
loan tranching and capital allocation.
The
Deterministic Lease (DL) Model can be used to
generate a deterministic estimate of the future
income on a portfolio of aircraft by varying a number
of user-specified macro and industry specific variables.
The
Lease Income Insurance (LII) Model provides
users with the ability to estimate the probability distributions
of lease income based on a portfolio of aircraft for
capital allocation or risk transfer.
The
Lease Income (LI) Model is a lease securitization tool
which gives distributions of losses for an existing
or customized securitization structure and allows pricing
and return analysis for each class of notes.
The
EETC Model enables investors to analyze the
risk/reward characteristics on any tranche of 56 currently
outstanding EETC issues. This model can be used to support
trading, pricing and revaluation applications. The analysis
can be done in either a stochastic or deterministic
version.
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