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Valuant is now Abrigo, giving you a single source to Manage Risk and Drive Growth

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DiCOM Software is now part of Abrigo, giving you a single source to Manage Risk and Drive Growth. Make yourself at home – we hope you enjoy your new web experience.

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TPG Software is now part of Abrigo. You can continue to count on the world-class Investment Accounting software and services you’ve come to expect, plus all that Abrigo has to offer.

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Portfolio Risk & CECL

Fair value disclosure review – Q3 2024

Curious about how rising and stabilizing interest rates are affecting your loan portfolios?

Abrigo’s Exit Price Quarterly Review provides an in-depth review of loan portfolio fair value analytics based on clients for whom our advisors provide exit price disclosure work in accordance with ASU 2016-01 and ASC Topic 820. Learn about the yield and credit mark dynamics in recent quarters and how their impact on fair value has changed.  

Download to learn:  

  • How interest rate changes have impacted loan portfolio valuations from 2020 to Q3 2024, including key shifts in yield and credit marks
  • Differences in trends for estimated fair values of residential mortgages, commercial real estate, and C&I loans
  • How a loan-level approach to fair value analysis provides deeper insights than those typically found in standard financial disclosures

Additional resources: