FirstValue™

Market-Driven Loan Valuation

Last year we valued over $810B in loans. Our forecasting record spans over two decades.

FirstValue™ is our proprietary loan valuation engine utilized for the valuation of all types of loan portfolios. Market-based valuation is a core component for much of modern finance and is at the heart of FirstValue™. Our framework for the valuation of loan portfolios is designed to reflect this market-based value, rather than estimates based entirely on theoretical or simulation-based option theoretical “structural” models, intensity-based “hazard” models or on holistic empirical models.

We test model-driven projections against real market results to deliver accurate loan valuations. FFN’s loan-by-loan portfolio valuations are constantly tested in real world disposition situations and current market values are immediately available through our loan sales platform. We possess a tremendous volume of empirical loan sale pricing that is not available to the public to access or by subscription to third-party data vendors.

These valuations may be supportive of M&A due diligence, as part of a larger portfolio analysis, as a precursor to loan sale, for regulatory compliance, risk management and for reporting purposes.