modeling structured finance cash flows with microsoft excel a step by step guide phần 9 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 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 STR...

Ngày tải lên: 14/08/2014, 09:20

... #DIV/0 errors. This can be easily taken care of with an IF statement. Modify cell C8 as follows: =IF('Raw Data'!C 39= "","",'Raw Data'!C 39/ 'Raw Data'!C7) This ... 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 48 MODELI...

Ngày tải lên: 14/08/2014, 09:20

... necessarily suggest an organization based 89 80 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 4.16 100 percent SDA displayed as a line graph. a level .60 percent annual default ... Y5 and AE5 blank for spacing purposes. Move on to cell AF5 and label that cell SDA 50%,AG5SDA 100%,andAH5SDA 200 %. Name the range AF5:AI5 lstSDA. 4. Go back to the Inputs...

Ngày tải lên: 14/08/2014, 09:20

... 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 FINANCE CASH FLOWS WITH ... is needed, what can be paid based on what is available, what is unpaid, and what (if any) amount remains. While all of these calculations can be done in one cell it is easier...

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 ... 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

... 2. See also Asset cash 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 dates and timing, ... 194 INDEX Cash Flow sheet cash flow waterfall, 90 , 94 , 96 99 characteristics of, 6 dates and timing, 14–18 interest rate swap, 115–117 internal tests, 126, 128 loss curve...

Ngày tải lên: 14/08/2014, 09:20