modeling structured finance cash flows with microsoft excel a step by step guide phần 8 ppt

... 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 Microsoft...

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 box. ... 2.1 Each individual loan has a principal balance, rate, and term. 6 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL Obtain All Necessary Inf...

Ngày tải lên: 14/08/2014, 09:20

... Prepayment terminology 43 38 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL MATCH(AssetFltIndx1,lstInterestRates,0)),(F6−AssetMarg1) +AssetPdCapFl1,AssetLifeCap1),(F6−AssetMarg1)−AssetPdCapFl1, AssetLifeFloor1),F6) This ... be extraordinarily rare to have a rate increase or decrease by 100 percent in one month.) Name this cell AssetPdCapFl1. 30 MODELING S...

Ngày tải lên: 14/08/2014, 09:20

... formulas. In cell AD8 enter the following formula: = SUMPRODUCT(C8:OFFSET($B8,0,$AC8),'Raw Data'!C7:OFFSET ('Raw Data'!B7,0,$AC8))/SUM('Raw Data'!C7:OFFSET('Raw Data'!B7,0,$AC8)) 62 ... readily apparent in dynamic portfolio data because of the constantly changing mix in new and aged receivables. Additionally, data based on annual losses can understate...

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 2005. The balance of the loan at that time was $1, 580 . At this point, from a transaction ... necessarily suggest an organization based 89 80 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 4.16 100 percent SDA displayed as...

Ngày tải lên: 14/08/2014, 09:20

... 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 available, what is unpaid, ... formula checks to see if the global trigger has been tripped and populates any cash remaining at the end of the waterfall. It is constrained by a MIN 102 MODELING STRUCTURED FI...

Ngày tải lên: 14/08/2014, 09:20

... The Cash In is all of the cash that is available to pay liabilities. At first this is all of the cash that the assets generate. While that is a large part of the Cash In each period, two of the advanced ... (&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, amor...

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 ... long an assets balance is outstanding. CHAPTER 10 Automation Using Visual Basic Applications (VBA) A powerful capability of all Microsoft Office applications is the...

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

... versions of Excel (see Figure A. 8) . FIGURE A. 8 Click the What-If Analysis button in the Data Tools group to select Goal Seek. Add-Ins The Analysis ToolPak and the Analysis ToolPak—VBA are Excel add-ins ... 65–66 Recoveries assumptions, 84 cash flow waterfall and, 105 characteristics of, 23, 83 85 , 89 monthly yields and, 131 projection, in cash flow model, 86 timeline of,...

Ngày tải lên: 14/08/2014, 09:20