Valuing Large Portfolio of Performing Loans (Senior, Mezz)
What factors would you look at for valuing a large portfolio (thousands of individual loans) of performing loans? Is it the same metrics you would look at on an individual loan (LTV, coverage, DY) except on a blended basis? If someone can provide some resources/color, that would be greatly appreciated as I'm interviewing for a group that buys a lot of loan portfolios this week.
bump
Distressed or performing? Both have different underwriting methods (both are ez pz)
would you be able to give insights into both?
A starting point would definitely be the weighted average loan metrics.
Trepp
any resources that would walk through the methodology? rather than software that will do it for you
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