Black Swan Consulting Group is an independent advisory firm specializing in fixed income products. The firm is dedicated to assisting financial institutions manage the complex challenges facing difficult-to-value securities. Black Swan has a successful and proven track-record in helping institutions of all sizes through turbulent markets.

Black Swan is committed to the community bank sector. We work closely with ABA member banks to provide detailed credit reviews that include fair value and OTTI assessments. Black Swan is dedicated to serving its clients and is not affiliated with any broker-dealers.

Valuation Services Include:

• Reliable and accurate cash flow analysis
• Transparent and consistent methodologies
• Detailed and customizable reporting
• Proven Fair Value and OTTI calculations
• Specialists that will address any concerns from auditors and regulators
• Access to Excel-based CDO models (additional usage terms and restrictions apply)

Product Coverage:

• All CDO types (including TruPS CDOs, ABS CDOs, CLOs, and Synthetic CDOs)
• Residential Mortgage Backed Securities (Agency and Private-Label)
• Commercial Mortgage Backed Securities
• Trust Preferred Securities
• Auction Rate Securities
• Other esoteric Asset Backed Securities

Member Benefits

• ABA members receive special pricing
• ABA members have access to web-based document library
  

ABA Contact
Helen Sullivan, Senior Vice President, Capital Markets
202-663-5167
Send Email
Business Solutions Hotline: 202-663-5575

Black Swan's Website
www.BlackSwanConsultingGroup.com

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