Modeling structured finance cash flows with microsoft excel: a step by step guide

By:

Allman, Keith A

Material type: Text

TextPublication details: 2007 John Wiley & Sons ChichesterDescription: xv, 199 p. + CDISBN:

978-0-470-04290-8

Subject(s):

Cash Management Microsoft Excel (Computer file) Cash flow--Mathematical models Corporations--Finance--Mathematical models Business

Online resources:

Click here to access online

Contents:

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.

Summary: 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 deals, and new entrants have had to learn as they go.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	658.155028554 ALL (Browse shelf(Opens below))	Available		38362

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Previous	658.155 RIS Risk management : value at risk and beyond	658.155 VER Fixed income securities : valuation, risk, and risk management	658.155015195 TOP Financial engineering with finite elements	658.155028554 ALL Modeling structured finance cash flows with microsoft excel: a step by step guide	658.1550723 BAK Survey research in corporate finance : bridging the gap between theory and practice	658.1552 BAZ Information security cost management	658.1552 BRI Guide to cost management	Next

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.

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 deals, and new entrants have had to learn as they go.

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