Three asset classes, one four-pillar framework. Each sits outside the mandate of traditional rating agencies; each benefits materially from an independent, published, reproducible analytical opinion.
Loan notes and SPV structures secured on portfolios of consumer legal claims with defined precedent, quantified remedy, and ATE-insured downside. Coverage spans financial mis-selling, regulatory complaint pools, and commercial unfair relationship claims.
Scores on cashflow-generating natural asset entities, biodiversity credits, nutrient neutrality units, and long-duration ecosystem service contracts. Methodology under consultation; aligned to TNFD disclosure, UK BNG statutory metrics, and ICVCM Core Carbon Principles.
Bespoke analytics mandates for royalty-backed notes, revenue participation instruments, intellectual property securitisations, and private credit warehouses where traditional analytical frameworks do not fit the underlying economics or legal structure.