Asset Backed Securities

Portfolios are structured and managed to identify collateral sector trends and structural transaction features that offer down side protection, upward potential and favorable risk/return profiles.

The selection of the securities is based on comprehensive analysis of both the underlying collateral as well as the deal structure. IMC asset management develops scenarios for the relevant geography and market.

Stress scenarios are run on deal structures based on multiples of base case assumptions to determine break points and adequacy of credit enhancement levels, but also to determine relative value in the market.

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