About Us
VCAP Solutions has assembled an experienced team of structured products professionals, and in partnership with its affiliate, Vertical Capital, will provide advisory services to a wide range of clients. The platform combines Vertical Capital’s market leading technology and analytics with successful advisory platform which has completed multiple assignments in structured products risk advisory, valuation, and liquidation, and brings significant experience in the valuation, risk management, and trading of complex securities.
The team at VCAP Solutions has worked on a broad array of advisory projects to date ranging from recurring valuation support for banks, risk assessment of counterparty exposures, market research for prospective buyers of distressed RMBS and CDO/CSO products, and liquidation agent on multiple ABS CDOs. The team brings direct product and market experience across both residential and commercial mortgages, corporate bonds and credit derivatives, as well as rate and currency derivatives. The Vertical platform delivers extensive systems infrastructure built to provide granular and transparent analysis of complex loans and securities. Vertical has developed a state-of-the-art, proprietary database and risk management system: STARS (Structuring, Trading, Analysis, Reporting and Surveillance) that provides a substantial and scalable resource for valuation and risk analysis. The analytical platform was purpose built to provide a high level of granularity on underlying asset characteristics, full transparency of input variables and the methodology required to validate valuation output, and the structural flexibility to evaluate large portfolios. In combination with the expertise and experience of our team, the platform is ideally suited to provide both custom-tailored and scalable.