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Modeling structured finance cash flows with Microsoft Excel : a step-by-step guide /

A practical guide to building fully operational financial cash flow models for structured finance transactions. Structured finance and securitization deals are becoming more commonplace on Wall Street. Up until now, however, market participants have had to create their own models to analyze these de...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Allman, Keith A., 1977-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2007.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Introduction
  • Dates and timing
  • Asset cash flow generation
  • Prepayments
  • Delinquency, default, and loss analysis
  • Recoveries
  • Liabilities and the cash flow waterfall
  • Advanced liability structures : triggers, interest rate swaps, and reserve accounts
  • Analytics and output reporting
  • Understanding the model
  • Automation using Visual Basic Applications (VBA)
  • Conclusion.