Scalable SRT Valuation Support for
Complex Credit Portfolios

Learn how Oxane partnered with a global alternative investment manager to deliver valuation support across a large SRT portfolio with diverse underlying reference pools and:

• Strengthened valuations across 30+ multi-jurisdictional trade positions from different issuer banks.
• Supported fund reporting and governance expectations with audit-ready processes.
• Provided independent valuation support for frequent and ad hoc valuations for their open-ended fund.

Download the full case study to learn how a structured, scalable approach transformed the client’s SRT valuation workflow.

About the Client
The client is a global alternative investment manager active in bank capital relief strategies, with a dedicated focus on synthetic risk transfer. Its portfolio spans SRT positions linked to diversified reference pools across the US and Europe, covering SME loans and large corporate credit, commercial real estate portfolios, and subscription credit lines.

The Challenge
The client required recurring, defensible valuations for an open-ended fund holding a broad set of SRT transactions. Variation in deal terms, evolving credit assumptions, and complex borrower identification across legal entities made consistency difficult at scale. With limited market price visibility, the valuation approach needed to remain rigorous, repeatable, and responsive—while meeting investor, auditor, and regulatory expectations.