Clayton pioneered the business of independent, third-party credit risk management to improve the performance of fixed-income securities.  Our role is to monitor the fiduciaries in structured finance transactions, identify issues and resolve problems.   

Our services are designed to bring investors improved yield, reduced losses, more transparency, and improved information flow.  

We partner with a broad range of players in the structured finance industry, including  servicers, trustees, insurers, bond guarantors, dealers, and investors across all collateral types, including subprime, Alt A, and prime assets.  

Using the vast amount of information in our database, our analysts examine and produce statistics and reports that are meaningful to our clients.  Our technology allows issuers to watch and compare deal performance over time and determine what’s working and what needs improvement.  They can immediately react to decision-making information, learn from current deals, and improve the structure of future securitizations.   

Performance Metrics: 

• Delinquencies
• Losses
• Loss Severity
• Prepayment Speeds (CPR/PSA)
• Defaults
• Value Declines
• Timeline Metrics
• Cure/Resolution Rates
• Roll Rates Origination & Current Distributions