ASC 820 (Fair Value Measurements and Disclosures) for loans is often challenging for institutions. There is no centralized active market where loans are traded, and it is difficult to find published market values. DXMark® from DebtX is an automated and scalable valuation solution for loan portfolios.

DXMark is the industry’s first objective valuation of loans and loan portfolios based on actual secondary market sales. Through its marketplace, DebtX has collected and continues to aggregate data from hundreds of thousands of competitively executed secondary loan sales. This data feeds the sophisticated, quantitative algorithms used by DXMark and provides an objective basis on which to calculate the expected market-clearing price and associated risk of a given asset or portfolio.

Using our industry leading data and trade-based valuation models, DebtX has been helping our clients achieve ASC 820 compliance by providing objective, transparent and defensible valuations.

DXMark Features

Audit Functions / Quality Control

  • Automated version control for every model
  • Auditing function to identify time & source of every model change
  • Universal archive system allows for future replication of previous results regardless of model changes
  • Systemic daily backup of models
  • Ability to backtest using historical market environments

Reporting

  • Drill-down to customizable individual loan level results
  • Interest Rate Shock & Rate Sensitivity functionality
  • Pre-defined and user defined stress cases reports
  • Historical pricing option using then-existing market conditions
  • Appropriate for daily pricing (NAV) calculations

Security

  • Secure data transfer between client and DebtX
  • Limited security vulnerability with 100% in-house solution
  • Get your free Fair Value results from Debtx today!

Have DebtX Fair Value Your Portfolio Today





Questions?

Speak with a DXMark Representative:

Direct Contact

Karen Diane Johnson, Managing Director
617-531-3400 | kdjohnson@debtx.com

Jay Bletzer, Associate Director
617-531-3400 | jbletzer@debtx.com

DXCDA Complimentary Info - CECL SolutionDXCDA CECL Interactive DemoDXCDA CECL Factsheet

 

Trusted in the Industry

DebtX has a long history in loan analytics beyond valuations and works with regulators and auditors on a regular basis. DXMark has been back-tested and validated, so it is defensible to your regulators and auditors.