Enabling new revenue streams through the securitization of small business loan portfolios.
Overview
Standard & Poor’s Small Business Portfolio Evaluator™ analytical model helps issuers and underwriters to assess the gross default and prepayment risk of small business loan portfolios. With Small Business Portfolio Evaluator, you can take the first step toward securitizing your organization’s portion of the more than $1 trillion in outstanding small business loans - with the same analytical model used internally by Standard & Poor’s to rate small business loan securitizations.
Small Business Portfolio Evaluator assesses the gross default risk of small business loan portfolios, using a Monte Carlo simulation to determine the default distribution for geographically correlated loan pools. With Small Business Portfolio Evaluator, you can gain a probability distribution of a given loan portfolio’s default rates through the final maturity of the longest loan, helping you analyze and optimally assemble potential portfolios for securitization. In addition to helping you plan and execute the securitization of small business loan portfolios, Small Business Portfolio Evaluator can be used by underwriters, originators, and financial guarantors as a risk management tool. It assists with the analysis and surveillance of small business loan securitizations, helping these entities to make more informed decisions on credit quality.
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