Asset Valuation Advisory Services

Our Primary Valuation Services Include:

• Asset Valuation and Pricing of Loans, MSRs, ABS & MBS
• Loss Provision Projections and Analysis
• Delinquency Roll Rate Analysis Projections
• Loss Mitigation Strategies
• Servicing Capacity Planning
• Projecting a full set of Financial Statements

We actively maintain assumptions supporting:

• Performance Curves
• Operations Costs
• Foreclosure and REO Timelines and Costs
• Forward Interest Rates
• Historical and Forecast Home Price Indices changes
• Bond structures

We project performance of your assets on a risk-adjusted basis involving:

• Specific Loan, Borrower, Property and Entity Characteristics, as well as HPI, and Rate Changes and Patterns
• Creating Individual Prepayment, Default, and Loss Severity Curves for each Loan
• Projecting the Timing and Magnitude of Collateral Cash Flows, Delinquencies and Losses from each loan to determine Valuation, Reserve Requirements, and Funding Requirements
• Aggregating Collateral Cash Flows for the Group or Pool
• Projecting structured product cash flows

Berkshire consultants are experts at loan-level modeling to project portfolio and related securities performance. Our granular methodology starts with a detailed, loan level, risk-adjusted valuation that incorporates borrower credit attributes, product characteristics, historic and forecast House Price Indices (HPIs), economic stress scenarios, interest rate assumptions, and funding vehicle assumptions.

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Financial Support Services

Our analytic services helps your risk professionals to focus on the day-to-day business details and regulatory compliance by providing:

• Allowance for loan and Lease Losses (ALLL) modeling and validation
• Forecast of delinquencies, non-performing loans, charge-offs, and foreclosures
• Validation of the adequacy of Loan Loss Reserves
• A full set of Financial Statements showing monthly balances, revenues, expenses, and losses

Our Financial Statements detail:

• Initial Reserves
• Write-downs to Market Value at Foreclosure
• True-up at REO Sale
• Asset Resolution Expenses

We provide strategy recommendations:

Using the results from our loan level, risk-adjusted performance projections, we help our clients to validate the performance patterns of portfolios, securities, complex transaction, and provide overall risk management strategies.

We work with banks to provide performance projections of their portfolios delinquency, foreclosure frequency, severity, and cumulative losses, and assess the adequacy of loan loss reserves. Our standard reporting package provides both loan-level detail and pool summary data.

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Dispute and Litigation Services

Our specialty analytic services include:

• Construction of financial forensics and valuations using our proprietary analytic tools
• We perform data integrity analysis including import/export reconciliation
• Review model calculations (code review, reverse engineering of deal structures)
• Analyze underlying modeling assumptions (benchmarking)
• Review data quality programs
• Recommend defensible methodologies
• Review documentation to ensure audit-ready quality
• Conduct back- testing
• Expert testimony

Berkshire provides analysis and modeling validation services in support of law firms handling complex securities litigation for financial services and capital markets clients. We specialize in assessing whether the valuations of individual securities or whole portfolios were reasonable and based on sound, accepted industry practices.

We deliver a rigorous analysis of risk, performance, and evaluation in a tight timeframe with substantial granularity, transparency, and well-reasoned independent findings.

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Trust Services

Berkshire provides various transaction support services to securitization trust clients. Our myriad of services include:

• Clean-Up Calls
• Securities Surveillance Services
• Derivative Valuation Services

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