BRIDGEi2i helps a global risk advisory firm build a robust valuation of non-performing loan portfolio for a leading Asian bank. A leading Asian bank was going through a tough collection scenario and was looking to sell recievables to a collections agency. A global risk advisory firm was identified to perform independent valuation of non performing loan portfolio of the bank. The challenge was lack of adequate history and a more analytical, quantitative method was required to estimate the expected valuation of portfolio over a two year period. A robust valuation approach will help justify value and finalise deal with agencies.
BRIDGEi2i partnered with the advisory firm to build a quantitative financial valuation model involving a predictive propensity to pay and value of likely collection, including a scenario analyzer.
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