End-to-end securitization infrastructure — data ingestion, 8-pillar risk modeling, rating-case cashflow, pricing, issuance, and servicing — calibrated to SAMA market data and GASTAT real estate transactions.
Purpose-built modules spanning loan tape ingestion, risk analytics, deal structuring, rating-case cashflow, pricing, issuance, and post-issuance servicing.
Enterprise-grade ingestion with Bronze-to-Silver Parquet architecture, Arabic semantic matching, and content-based file classification. Format-agnostic (XLSX, CSV, ZIP, TXT, DAT, TSV) with SFA positional schema support.
Tiered quality gate (Critical/Major/Minor) with 200+ rules, cross-column intelligence, 17+ audit checks, data integrity score (0-100%), and cryptographic integrity certificate (PDF) with SHA-256 chain of custody.
8-pillar loan-level risk analysis with SAMA-calibrated PD/LGD, IFRS 9 staging, delinquency verification, prepayment intelligence, government support detection, and regional risk tiers across 13 Saudi regions.
Risk-constrained structuring with auto-tranche suggestion, symbolic waterfall builder, multi-signal credit enhancement, hedging configuration, and template library for RMBS, CMBS, Auto ABS, and Shariah-compliant Sukuk.
Institutional rating-case waterfall across 6 stress scenarios × 3 timing vectors with tranche-level Expected Loss, WAL, and yield. Symbolic engine, cohorting, sensitivity matrix, projected-vs-realized tracking, and equity stress tests.
NPV, WAL, YTM, Z-Spread with market-informed spreads that dynamically adjust to SAMA NPL deviation from historical average. Curve construction, fee waterfall decomposition, and rating-specific coupon calibration.
Full issuance workflow with SAMA true-sale filings, CMA securities registration, document generation (term sheet, prospectus), ISIN registry, investor allocation, and settlement coordination.
Monthly cycle workflows, IC/OC trigger tests, covenant compliance, investor reporting, and performance alerts. Historical CDR engine (dv01-style), payment impairment tracking, and empirical calibration from realized data.
From originator loan tape submission through risk analysis, structuring, and pricing to issuance and post-issuance lifecycle management.
Loan tape ingestion
3-tier validation
Loan-level analytics
Loan selection
PD/LGD/Monte Carlo
Tranches & waterfall
Stability analysis
Symbolic simulation
NPV/WAL/Z-Spread
SAMA/CMA filing
Post-issuance
Separate portals for SRC (issuance, structuring, servicing) and Originators (portfolio preparation), plus read-only views for investors, trustees, and regulators.
ISSUANCE & STRUCTURING
Full RMBS lifecycle management including deal structuring, tranche design, waterfall configuration, cashflow simulation, pricing, regulatory filing, and post-issuance servicing.
PORTFOLIO PREPARATION
Streamlined loan tape submission, automated data quality validation, mapping template management, and portfolio analytics for banks and financing companies.
Banks & financing companies
Institutional buyers
Structuring & pricing
SPV administration
Banking regulator
Securities regulator
Tawreeq deepens Saudi debt capital markets, enables bank balance sheet optimization through securitization, and creates new institutional investment opportunities.
Whether you're an originator structuring your first deal or a regulator seeking oversight tools, our team is ready to help.