QUANTUM MODEL MAKER

Collateral + Liability Modeling

Quantum supports almost any collateral and liability (waterfall) logic.

Collateral Modeling

There are only two engines with Model Maker capability. Quantum is the onlyengine that offers you the ability to model the Collateral. This flexibility ensures more accurate cash flows and stresses, and better support for esoterics.

1

Collateral is modeled using Quantum qScript, a proprietary syntax as simple as Excel VBA, but with the power of a C-language compiler, for simpler scripts and a 10-20x performance boost.

2

Modelers upload a data tape as-is (Quantum supports unlimited rows), call the necessary columns with a few lines of code, and articulate the mathematical logic.

3

Modelers have complete control over how the collateral is modeled and stressed, with the ability to project stress variables (and vectors) to the investors' scenario builder (in the Reports tab).

4

Modelers can compare changes, create custom templates, utilize Quantum's templates, or leverage qPilot, Quantum's LLM capable of generating scripts, resolving errors, and incorporating stratification logic.

5

qScript can model CDOs, credit risk transfers, forward flows, LP/GP waterfalls, master trusts, reinvestment periods, repo facilities, revolving trusts, static pools, and warehouses.

6

Once the collateral is modeled, the cash flows are available to users on the Reports tab, and to the Liability Engine, which leverages them in the priority of payments.

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Quantum qScript code editor

Liability Modeling

Quantum's liability engine is fast, flexible, AI-enabled, and supports almost any transaction mechanic.

1

Quantum's liability engine ingests cash flows generated by the collateral model (using the client-provided data tape and modeled qScript).

2

Modelers then define the capital structure, collection accounts, expenses, triggers and priority of payments logic. They can script from scratch, utilize templates, or leverage our AI qPilot.

3

Modelers have total control over the script, can compare changes, revert to prior versions, and control which stress variables (or vectors) are accessible to investors in the Reports tab.

4

The liability engine, which contains the complete collateral and liability model, leverages Quantum's C-compiler and server parallelization, for high performance cash flow generation.

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Modelers can utilize debugging reports that easily track cash flows at each step and period.

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Modelers can then implement any of Quantum's growing library of reports, which offer tremendous flexibility, ease of implementation and consistency across deals.

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Quantum qScript code editor

Permissioning & Version Control

Permissioning and version control are two of the biggest challenges with Excel and legacy engines. Quantum outperforms on both.

1

Quantum analytics and Model Maker are web-based, enabling deal teams to quickly share access without file size or licensing constraints. Where firms utilize FINSIGHT SSO, that too is enabled.

2

Quantum models support role-based permissions: view+download of Reports, view only of the Model Maker, and view and manage of the Model.

3

Quantum models can be shared explicitly (via email) or via a deal-specific URL+Entry Code, enabling stakeholders to access a Quantum model without a license or friction.

4

Version control exists at the project level, so a single link contains the history all iterations (or typically roll-forwards) of a deal model and will always display the latest version first.

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Model analytics give modelers full real-time visibility into model access.

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Quantum qScript code editor

Reporting (Analytics)

Quantum reports and solvers can be instantly deployed into any model, saving hours in implementation time, reducing errors, and ensuring consistency across models.

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While modelers can view Reports and Model Maker, investors only access the Reports tab.

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The Reports tab showcases transaction documentation (eg the OM and remits), the Model Scenarios configuration, and a list of all reports available to a model.

3

Report viewers can view pre-baked Deal Scenarios (often what is shown in the OM's decrement tables) or configure custom Mode Scenarios.

4

Report viewers can download a single report into Excel or easily bulk download multiple reports across multiple scenarios, into a single "committee-ready" Excel file.

5

Quantum offers over a dozen collateral reports, liability reports, and solvers which are consistently available to any modeled transaction via the GUI and API.

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Quantum qScript code editor

Quantum supports the vast majority of liability structures and deal mechanics.

Cash traps

Cash traps

Reinvestment periods

Reinvestment periods

CDOs

CDOs

Repo facilities

Repo facilities

Credit facilities

Credit facilities

Re-remics

Re-remics

Credit risk transfers

Credit risk transfers

Revolving trusts

Revolving trusts

Forward flows

Forward flows

Static pools

Static pools

Liquidity tranches

Liquidity tranches

Tax credit structures

Tax credit structures

LP/GP waterfalls

LP/GP waterfalls

Triggers (early am, DSCR, OC, EOD, etc)

Triggers (early am, DSCR, OC, EOD, etc)

Master trusts

Master trusts

Upsizing

Upsizing

NIM (net interest margin)

NIM (net interest margin)

Variable coupons (net WAC, step-up, ARD interests)

Variable coupons (net WAC, step-up, ARD interests)

Pass-throughs

Pass-throughs

Warehouses

Warehouses

Prefunding

Prefunding

Whole loan pools

Whole loan pools

A NEW PARADIGM IN MODELING

Improve performance, access, governance and costs.

Quantum's ease of use, support of asset classes, and stakeholder accessibility unlock totally new capabilities.

It's fast

+10x faster

Quantum qScript is easy to onboard, implement, and debug, and orders of magnitude faster at compute than comparable Excel and Python scripts.

Learn it within 2 weeks

for modelers to onboard

Free to share

investor access to model reporting

It's scalable

-75% the price

Quantum's licensing fees are a fraction of the cost of legacy solutions, while offering significantly more capability, broader access, and easier API integration.

Fully supported

by Quantum's expert modelers

99.9% uptime

platform reliability and performance