• AssetBackedSecurities

•ResidentialMBS

•CommercialMBS

•AgencyMBS

•MunicipalBonds

• CollateralizedLoanObligations

LeadingFixed incomeSpeciaLiSt

Black Swan Consultingwas founded in2008at theheightof thefinancial crisis to provide product expertise to financial institutions.Ourclientsincludeinstitutionsof alltypesandsizes,including:

Wehaveextensivecapitalmarketsexperienceandarewell-versedinregulatoryandaccountingissues.Throughtheintegrationof capitalmarkets expertise with best-in-class analytics we deliver the bestpossibleservicesandsolutionstoourclients.

Ourteamisuniquelyexperiencedinanalyzingcomplextransactionsandstructuredfinancialproducts.Weareadeptatmodelingcreditandwhole-loanportfoliosandcomplexstructuredfinanceproducts.

expert, independent

advice

productexpertise

• CollateralizedDebtObligations

• PooledTrustPreferredSecurities

•CreditPortfolios

•CoveredBonds

• InterestRateDerivatives

•CreditDerivatives

Black swan consulting is a certified minority- owned enterprise and small business.

www.BlackSwanConsultingGroup.com

Black Swan Consultingisdedicatedtoprovidingthehighestcaliberindepen-

dent advice and solutions. We are not a

broker-dealer, asset manager or financial

products seller. Our goal is to provide

clientsthebestpossibleexpertise.Ourcapital

markets specialists draw upon years of

sell-side and buy-side industry experience

to give our clients a competitive edge in the

marketplace. We take a focused approach in

workingwithclientstoensurethatoursolutions

arecost-effectivewhileadheringtobestpractices.

Banks Insurance companies Credit unions

Asset managersHedge funds Broker-dealers

Issuers Fund administrators Financial regulators

Wedevelopoursolutionsandservicesaroundateam-basedapproachthatcapitalizesonthemulti-disciplinaryexpertiseof ourspecialists:

Inquiriesrelatedtoourproductsandservicescanbedirectedto:

Aaron Wong|Aaron.Wong@BlackSwanConsultingGroup.com

Kristen Verberkmoes |Kristen.Verberkmoes@BlackSwanConsultingGroup.com

Ourtelephonenumberis

(917) 338-2380

www.BlackSwanConsultingGroup.com

• Independentvaluation

• Investmentduediligence

•Modelvalidation

•Cashflowanalytics

•Performancesurveillance

• Assetdispositionstrategy

• Capitaladequacyassessment

• Securitizationandrestructuring

• Enterpriseriskmanagement

•Litigationsupport

ClientschoosetoworkwithBlackSwannotonlyforourexpertisebutforourcashflowmodelingandanalyticscapabilities.Weworkcloselywithclientstodeveloptransparentsolutionsthataddresscomplexrisk reporting needs. We utilize Logic Canvas™ as our primaryanalytics platform for transparency, flexibility, extensibility andscalability.

Wedesignturnkeysolutionsthat integratedatatransformation,cash flow analytics, stochastic simulation and statisticalanalysis.Ourcomprehensivesolutionscanbeeasilydeliveredto clients in the form of web-based interactive dashboardswith richdata visualization, customized reporting and self-service business intelligence. Our quantitative specialistscanaddstatisticalinsightsintolargedatasets.

multi-disciplinary approach

customizedSoLutionS

Our specialists draw upon years of direct, front-line industry experience in assisting our clients. Bybringingtogetherhighlyexperiencedspecialistsineachfieldweareabletodevelopsolutionsthataddressthechallengingneedsof ourclients.

innovative analytics pLatform

capital marketS

risk management

Quantitative anaLySiS

technology deveLopment

data viSuaLization

legal and compLiance