Cash flow model excel9/11/2023 ![]() CHAPTER 10 - Automation Using Visual Basic Applications (VBA).VARYING PRINCIPAL ALLOCATION METHODOLOGIES.UNDERSTANDING THE EFFECTS OF INCREASED LOSS.MODEL BUILDER 8.7: CREATING THE OUTPUT REPORT.MODEL BUILDER 8.6: CALCULATING MODIFIED DURATION.MODEL BUILDER 8.5: CALCULATING BOND-EQUIVALENT YIELD.MODEL BUILDER 8.4: CALCULATING MONTHLY YIELD.MODEL BUILDER 8.3: ASSET PRINCIPAL CHECK TEST.MODEL BUILDER 8.2: BALANCES AT MATURITY TESTS.MODEL BUILDER 8.1: CASH IN VERSUS CASH OUT TEST.CHAPTER 8 - Analytics and Output Reporting.MODEL BUILDER 7.3: INCORPORATING A CASH-FUNDED RESERVE ACCOUNT.MODEL BUILDER 7.2: INCORPORATING A BASIC INTEREST RATE SWAP.MODEL BUILDER 7.1: INCORPORATING TRIGGERS.TRIGGERS AND THEIR AFFECT ON THE LIABILITY STRUCTURE.CHAPTER 7 - Advanced Liability Structures.UNDERSTANDING BASIC ASSET AND LIABILITY INTERACTIONS.MODEL BUILDER 6.3: CALCULATING PRINCIPAL IN THE WATERFALL.MODEL BUILDER 6.2: CALCULATING INTEREST IN THE WATERFALL.MODEL BUILDER 6.1: CALCULATING FEES IN THE WATERFALL.PRIORITY OF PAYMENTS AND THE CASH FLOW WATERFALL.CHAPTER 6 - Liabilities and the Cash Flow Waterfall.MODEL BUILDER 5.2: INTEGRATING RECOVERIES INTO PROJECT MODEL BUILDER.PROJECTING RECOVERIES IN A CASH FLOW MODEL.MODEL BUILDER 5.1: HISTORICAL RECOVERY ANALYSIS.MODEL BUILDER 4.3: INTEGRATING DEFAULTS IN ASSET AMORTIZATION.MODEL BUILDER 4.2: BUILDING HISTORICAL AND PROJECTED LOSS CURVES.MODEL BUILDER 4.1: BUILDING HISTORICAL DELINQUENCY CURVES.THE IMPORTANCE OF ANALYZING DELINQUENCY.DELINQUENCIES VERSUS DEFAULTS VERSUS LOSS.CHAPTER 4 - Delinquency, Default, and Loss Analysis.MODEL BUILDER 3.2: INTEGRATING PROJECTED PREPAYMENTS IN ASSET AMORTIZATION.MODEL BUILDER 3.1: HISTORICAL PREPAYMENT ANALYSIS AND CREATING A PROJECTED.THE EFFECT OF PREPAYMENTS ON STRUCTURED TRANSACTIONS.PREPAYMENT CURVES IN PROJECT MODEL BUILDER.MODEL BUILDER 2.2: NOTIONAL ASSET AMORTIZATION ON THE CASH FLOW SHEET.ASSET GENERATION ON THE CASH FLOW SHEET.MODEL BUILDER 2.1: INPUTS SHEET ASSET ASSUMPTIONS AND THE VECTORS SHEET. ![]() HOW ASSET GENERATION IS DEMONSTRATED IN MODEL BUILDER.LOAN LEVEL VERSUS REPRESENTATIVE LINE AMORTIZATION.MODEL BUILDER 1.2: CASH FLOW SHEETâ≍ATES AND TIMING.DATES AND TIMING ON THE CASH FLOW SHEET.MODEL BUILDER 1.1: INPUTS SHEETâ≍ATES AND TIMING.DAY-COUNT SYSTEMS: 30/360 VERSUS ACTUAL/360 VERSUS ACTUAL/365.THE PROCESS OF BUILDING A CASH FLOW MODEL.THE THREE BASIC ELEMENTS OF A CASH FLOW MODEL.Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. In addition, the companion CD-ROM features all of the modeling exercises, as well as a final version of the model that is created in the text. Each chapter begins with a discussion of theory, followed by a section called "Model Builder," in which Allman translates the theory into functions and formulas. Financial professional Keith Allman explains individual functions and formulas, while also explaining the theory behind the spreadsheets. Modeling Structured Finance Cash Flows with Microsoft Excel provides readers with the information they need to build a cash flow model for structured finance and securitization deals. 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. Structured finance and securitization deals are becoming more commonplace on Wall Street. A practical guide to building fully operational financial cash flow models for structured finance transactions
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