Who We Are
What We Do
Portfolio
 
Contact us:             info@liquisim.com             |             +36.30.91.40.824


             
  We started working on Liquisim in the summer of 2008 after realising the central role, on the one hand, played by cash flow models in understanding securitisation deals and...
 
    Quick facts
Default modelling based on the asset-value approach
Fast Monte Carlo simulation of tranche payout
Present value calculations
Flexibility: can manage a wide range of different structures
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  Our aim is to create a software to analyse securitisation deals that is flexible, can provide realistic analyses and still is easy to use...
 
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      Analysis  
 
07/02/2010:    VCL No. 9
16/06/2010:    We are publishing our cash-flow analysis of Gracechurch Mortgage Funding No. 1 soon. Download our collateral file for GMF No. 1.
27/06/2010:    GMF No. 1
 
      News  
 

06/04/2010: In the past couple of weeks we've managed to enhance the performance of the simulation engine further. This was achieved by two improvements. First, we optimised the use of the memory by the server. Second, still applying the "asset value" approach we found a much quicker way of simulating defaults (without the need to simulate the asset value in each period for each collateral asset.)

04/11/2009: Download our brochure (non printing quality for size reasons), first page and second page

15/09/2009: new functionality released - recoveries can be spread over time

09/09/2009: Our next demo will be held on 10 October 2009 - please send us an e-mail for further information

 
   
      Resources  
 
Standard and Poor's
Basel II on securitization