Loss Given Default Estimation using Transition Matrix (TM-LGD): A Case Study
Loan repayment behaviour differs across asset classes based on borrower profile, purpose of loan, geography and nature of security, if any.
Designing a Framework for Event Risk & Loss Estimation: Understanding Natural Disasters
In the previous post of this series on Event Risk & Loss Estimation, we discussed briefly the motivation and key modules of a framework for estimating capital against event…
Designing a Framework for Event Risk & Loss Estimation
This post is the first post in a new blog series that would delve and deliberate on different aspects of designing a framework that would enable a credit institution to…
What impacts the performance of a securitised Commercial Vehicle pool?
As a follow-up to our earlier post where we had talked about our first securitisation in the Commercial Vehicle (CV) Finance space, in this post we briefly provide an…
IFMR Capital: Securitizing Microloans for Non-Bank Investors
Columbia Business School has developed a case study documenting the background and the story behind the launch of IFMR Trust Pioneer II, the first rated microfinance securitization transaction to…
IFMR Capital concludes largest securitisation deal for the year with Equitas
Equitas Microfinance India (formerly Singhivi Investment & Finance), one of the country’s leading microfinance companies, recently concluded a large securitisation deal totalling INR 78.95 crores. ‘Zeus IFMR Capital 2012’,…
A New Approach to Funding Social Enterprises – Harvard Business Review mentions IFMR Capital’s work
A recent article in the Harvard Business Review on new approaches to funding social enterprises cites IFMR Capital’s work in securitisation and structured finance of microfinance loan portfolios.
IFMR Financial Systems Design Conference 2011 – Takeaways
Subsequent to our earlier posts detailing the three broad themes from the IFMR Financial Systems Design Conference 2011, Day 2 of the conference witnessed participants identify pathways to achieve…
IFMR Financial Systems Design Conference 2011 – Risk Transmission
We have covered in our earlier posts, two of the three functional sessions of the IFMR Financial Systems Design Conference 2011, namely Origination and Risk Aggregation. This post summarises…
Notes from the IFMR Capital Partners Meet
On November 22nd and 23rd, IFMR Capital held its first partners meet, a two day meet with all its partners to re-envision access to finance for institutions that impact…