Modeling Structured Finance Cash Flows with Microsoft Excel :A Step-by-Step Guide ( Wiley Finance )

Publication subTitle :A Step-by-Step Guide

Publication series :Wiley Finance

Author: Keith A. Allman  

Publisher: John Wiley & Sons Inc‎

Publication year: 2007

E-ISBN: 9780470117170

P-ISBN(Paperback): 9780470042908

P-ISBN(Hardback):  9780470042908

Subject: F820.4 Currency and credit

Language: ENG

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Description

A practical guide to building fully operational financial cash flow models for structured finance transactions

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. 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. Financial professional Keith Allman explains individual functions and formulas, while also explaining the theory behind the spreadsheets. 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. In addition, the companion website features all of the modeling exercises, as well as a final version of the model that is created in the text.

Note: Companion website and other supplementary materials are not included as part of eBook file.

Chapter

Contents

pp.:  1 – 7

Preface

pp.:  7 – 13

Acknowledgments

pp.:  13 – 15

About the Author

pp.:  15 – 17

Introduction

pp.:  17 – 21

Chapter 1: Dates and Timing

pp.:  21 – 29

Chapter 2: Asset Cash Flow Generation

pp.:  29 – 43

Chapter 3: Prepayments

pp.:  43 – 63

Chapter 4: Delinquency, Default, and Loss Analysis

pp.:  63 – 79

Chapter 5: Recoveries

pp.:  79 – 103

Chapter 6: Liabilities and the Cash Flow Waterfall

pp.:  103 – 109

Chapter 7: Advanced Liability Structures

pp.:  109 – 127

Chapter 8: Analytics and Output Reporting

pp.:  127 – 145

Chapter 9: Understanding the Model

pp.:  145 – 165

Chapter 10: Automation Using Visual Basic Applications (VBA)

pp.:  165 – 175

Chapter 11: Conclusion

pp.:  175 – 195

Appendix: Using This Book with Excel 2007

pp.:  195 – 199

About the CD-ROM

pp.:  199 – 209

Index

pp.:  209 – 213

LastPages

pp.:  213 – 220

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