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.

Comments (8)

Dec 10, 2018


Dec 11, 2018

Distressed or performing? Both have different underwriting methods (both are ez pz)

Dec 11, 2018

would you be able to give insights into both?

Dec 11, 2018

A starting point would definitely be the weighted average loan metrics.

Dec 11, 2018

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Dec 12, 2018


Dec 12, 2018

any resources that would walk through the methodology? rather than software that will do it for you

Dec 13, 2018