modeling structured finance cash flows with microsoft excel a step by step guide phần 2 docx

... Inc. Modeling Structured Finance Cash Flows with Microsoft  Excel  A Step- by -Step Guide KEITH A. ALLMAN John Wiley & Sons, Inc. Modeling Structured Finance Cash Flows with Microsoft  Excel  2 MODELING STRUCTURED ... 125 Internal Testing 125 Cash In versus Cash Out 125 Modeling Structured Finance Cash Flows with Microso...

Ngày tải lên: 14/08/2014, 09:20

... cells. 20 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 1.8 An example of a data validation list. FIGURE 1.9 Create a data validation list in the Data Validation dialogue ... 2. 1 Each individual loan has a principal balance, rate, and term. 6 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL Obtain All Necessary Informati...

Ngày tải lên: 14/08/2014, 09:20

... given value. A -1 indicates that MATCH should find the smallest FIGURE 2. 10 An example of MATCH using a grocery list and an item from it. 32 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE ... be extraordinarily rare to have a rate increase or decrease by 100 percent in one month.) Name this cell AssetPdCapFl1. 30 MODELING STRUCTURED FINANCE...

Ngày tải lên: 14/08/2014, 09:20

... period. 1 Frank J. Fabozzi, Bond Credit Analysis: Framework and Case Studies (New Hope, PA: Frank J. Fabozzi Associates, 20 01), 24 5. 52 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL WA SMM ... readily apparent in dynamic portfolio data because of the constantly changing mix in new and aged receivables. Additionally, data based on annual losses can understat...

Ngày tải lên: 14/08/2014, 09:20

... sheet. 84 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL and was classified as a default in August 20 05. The balance of the loan at that time was $1,580. At this point, from a transaction ... Y5 and AE5 blank for spacing purposes. Move on to cell AF5 and label that cell SDA 50%,AG5SDA 100%,andAH5SDA 20 0 %. Name the range AF5:AI5 lstSDA. 4. Go back to the In...

Ngày tải lên: 14/08/2014, 09:20

... Sequential in cell A2 2 and Pro rata in A2 3. Name the range A2 2 :A2 3 lstPrinType.Gobackto the Inputs sheet and enter the label Prin Allocation Type in cell J23. Create data validation lists in cells J24 ... is 107 Liabilities and the Cash Flow Waterfall 91 Each individual liability needs to be set up in a way that shows exactly what is needed, what can be paid based on what is a...

Ngày tải lên: 14/08/2014, 09:20

... (&apos ;Cash Flow'!Q7+&apos ;Cash Flow'!R7+&apos ;Cash Flow'!T7 +&apos ;Cash Flow'!U7)/(1 +$E$5) ∧ $A1 6 This formula adds the voluntary prepayments, amortization, interest, and ... garner information from unless additional calculations are performed. The calculations should explain relevant cha- racteristics for financial analysis. All parties to a transaction are p...

Ngày tải lên: 14/08/2014, 09:20

... Conditional Formatting dialog box. FIGURE 8.11 Goal Seek dialog box. 146 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 9.1 In structured transactions cash is typically created and ... 8. 12 Enter the cell references in the Goal Seek dialog box. As an example, if a sheet had 10 in cell A1 , 2 in cell A2 , and the formula A1 *A2 in A3 , Goal Se...

Ngày tải lên: 14/08/2014, 09:20

... " Application.ScreenUpdating = False Const DebtBal As String = "FinalLoanBal" Const AdvRate1 As String = "LiabAdvRate1" Dim UnpaidLoan As Range Dim AdvanceRate As Range Range(AdvRate1) = 1 If Range(DebtBal) ... variables i and k are created, and array and string variables are declared. Arrays are a new concept for this section. An array is a range of data that can...

Ngày tải lên: 14/08/2014, 09:20

... 53 Amortization asset cash flow, 23 27 asset principal check, 129 cash flow, 90 cash flow waterfall and, 90, 1 02 103, 105 dates and timing, 6, 14 fixed rate inputs, 28 floating rate, 28 29 interest rate swaps, ... flow generation; Cash flow Cash in vs. cash out test, 126 – 128 CBO/CLO/CDO, 1 CD-ROM guidelines asset cash flow generation, 26 cash flow waterfall, 94, 99, 105 dat...

Ngày tải lên: 14/08/2014, 09:20