Structured Credit Advisory

At the core of our business, we provide comprehensive management support to investors who hold distressed and/or illiquid structured credit investments. In Canada, the largest element of this sector is the $12 billion of notes issued by Master Asset Vehicle II and Master Asset Vehicle III (MAV2 , MAV3) resulting from the restructuring of Canada’s Third Party Asset Backed Commercial Paper (ABCP) market.

Kilgour Williams Group has a depth of expertise and experience in understanding, decomposing, analyzing, valuing, and managing the most complex distressed structured credit securities. We are the leading firm dedicated to supporting holders of MAV2 and MAV3 notes and to our knowledge, KWG is also the only client facing firm in Canada of any size that has senior professionals dedicated full time to these asset backed notes.

While we tailor our services to support each client’s bespoke needs, there are a number of key services where our clients look to us for support:

    • Management Reporting
    • Risk Management
    • Board Governance
    • Advocacy
    • Liquidity / Disposal
    • Structured Credit / MAV Education and Training
    • Valuation for financial statement purposes