SwissAnalytics has many years of experience in the calculation and monitoring of optimal Loan to Value (LTV) ratios on a wide range of investment products.
Based upon our proprietary due diligence framework, we are able to calculate and monitor LTVs of traditional as well as of alternative investment products, taking into account their idiosyncratic risks. Optimal LTVs are calculated based upon quantitative and qualitative risk factor inputs and are subsequently monitored over time. By capturing and monitoring a more accurate and precise risk profile of the underlying asset, our clients can be more confident in their lending business while reducing the risk of credit default. This analysis can be run on any type of investment, including single hedge funds, funds of hedge funds (even bottom-up), and certificates.