Structured finance
Tìm hiểu về nhóm tài sản tài chính cấu trúc, tài chính phân lớp Structured Finance
... (swap tài sản swap lãi) - Các cấu trúc đa tài sản chứng khoán hóa cấu trúc tài trợ dự án cấu thành từ nhiều loại tài sản rủi ro khác - Các CDO tiền mặt mô - Các giao dịch thuê mua tài phức tạp - Tài ... Journal of Structure Finance, Fall 2005, thu nhận ý kiến 23 chuyên gia định nghĩa tài phân lớp Theo nghiên cứu này, ngày nay, giới kinh doanh xem tài phân l...
The Economics of Structured Finance ppt
... measured by the likelihood of default and the magnitude of loss incurred in the event of a default – to satisfy the guidelines set forth by the credit rating agencies Structured finance allows ... basis of the expected economic loss – the product of the likelihood of observing a default and the severity of the loss conditional on default As such, a credit...
structured finance
... realizing a transaction following structured finance logic 1.2 Typical features of structured finance transactions Using the logic behind arranging financing on a structured basis, a transaction ... positions), structured finance transactions share many basic principles with medium to long term lending In fact, in the past national banks have been participants in project financ...
Modeling Structured Finance Cash Flows with Microsoft Excel pot
... 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 ... 18 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 1.6 The completed dates and timing section on the Cash Flow sheet Finally, copy this...
modeling structured finance cash flows with microsoft excel a step by step guide phần 1 pdf
... 90 91 91 91 94 95 10 0 10 0 10 5 10 7 10 7 10 8 11 3 11 4 11 7 11 7 11 8 12 2 12 3 12 3 12 5 12 5 12 5 viii CONTENTS Model Builder 8 .1: Cash In versus Cash Out Test Balances at Maturity Model Builder 8.2: Balances ... Automating Print Procedures Model Builder 10 .2: Automating Goal Seek to Optimize Advance Rates 12 6 12 8 12 8 12 9 12 9 13 0 13 0 13 0 13 2...
modeling structured finance cash flows with microsoft excel a step by step guide phần 2 docx
... 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 21 Dates and Timing having the label ... in a definitive pool or they can revolve A definitive pool means that the assets that the transaction 23 24 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT E...
modeling structured finance cash flows with microsoft excel a step by step guide phần 3 pdf
... deals are modeled with a fixed rate, there are a number of deals that have floating rate assets, which are more complex to model correctly A floating rate asset can have a number of additional attributes ... prepayment data is tracked Often times this data is part of a larger analysis and may require manipulation to bring into a usable format BUILDING PREPAYMENT CURVES With suita...
modeling structured finance cash flows with microsoft excel a step by step guide phần 4 potx
... Amort Factor P4: Prepay Rate Q4: Voluntary Prepay R4: Actual Amort S4: Interest Rate T4: Actual Interest U4: Principal Recovery V4: Ending Balance Many of these columns are placeholders for chapters ... apparent in dynamic portfolio data because of the constantly changing mix in new and aged receivables Additionally, data based on annual losses can understate 66 MODELING STRUCTURED FINAN...
modeling structured finance cash flows with microsoft excel a step by step guide phần 5 pot
... Z5:AD5 Label these cells Default Rate 1, Default Rate 2, and so on Make sure to leave Y5 and AE5 blank for spacing purposes Move on to cell AF5 and label that cell SDA 50 %, AG5 SDA 100%, and AH5 ... 83 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 ,58 0 At this poin...
modeling structured finance cash flows with microsoft excel a step by step guide phần 6 pot
... solve that problem In cell AO7 enter: = AM7−AN7 Copy and paste this formula over the range AO7:AO 366 94 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL 10 Finally, to keep the cash ‘‘moving,’’ ... amortization state The reason this is useful is that as a transaction progresses under a normal state, 110 MODELING STRUCTURED FINANCE CASH FLOWS WITH...
modeling structured finance cash flows with microsoft excel a step by step guide phần 7 docx
... the transaction Enter the following formula in cell CK7: = AI7+AN7+AT7+AV7+BA7+BC7+BJ7+BP7+BU7 +BY7 +BZ7 The formula is self-explanatory for simple liabilities such as fees paid (cell AN7), but ... the swap calculations Enter the following labels: AE4: Notional Swap Schedule AF4: Swap Rate In AG4: Swap Flow In AH4: Swap Rate Out AI4 Swap Flow Out AJ4: Swap Earn/Pay AK4: Cash Available FIGUR...
modeling structured finance cash flows with microsoft excel a step by step guide phần 8 ppt
... assets balance is outstanding 1 38 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL This formula adds up any amount that reduces the asset balance: defaults, scheduled principal, and voluntary ... 146 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL FIGURE 9.1 In structured transactions cash is typically created and used in a stand...
modeling structured finance cash flows with microsoft excel a step by step guide phần 9 docx
... "Optimize Advance Rate " Application.ScreenUpdating = False Const DebtBal As String = "FinalLoanBal" Const AdvRate1 As String = "LiabAdvRate1" Dim UnpaidLoan As Range Dim AdvanceRate As Range Range(AdvRate1) ... 176 MODELING STRUCTURED FINANCE CASH FLOWS WITH MICROSOFT EXCEL securities A bank selling a transaction into the capital markets is also concerned with loss beca...
modeling structured finance cash flows with microsoft excel a step by step guide phần 10 pptx
... VBA, see Visual Basic Applications (VBA) Automobile Lease Guide (ALG), 88 Automobile loans/leases, 1, 84 Back-loaded loss curves, 69, 152 Balance calculations, loss curves and, 74 Balances at ... Goal Seek Add-Ins The Analysis ToolPak and the Analysis ToolPak—VBA are Excel add-ins that provide Excel with more functionality such as the EDATE function used in this book To access Excel...
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