Preinitz, William
A Fast Track To Structured Finance Modeling, Monitoring and Valuation: Jump Start VBA
The tentative contents is: (1) Why? What? Who? Where? and How? (2) Common Sense (3) Securitizing A Loan Portfolio (4) Understanding the Excel Waterfall (5) Designing the VBA Model (6) Laying the Model Groundwork (7) Recorded Macros: A First Look at the VBA Language (8) Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects (9) Controlling the Flow of the Model (10) Building Messaging Capabilities (11) Designing the Model’s Reports (12) Main Program and Menus (13) Writing the Collateral Selection Code (14) Calculating the Cash Flows (15) Running the Waterfall: Producing Initial Results (16) Debugging the Model (17) Validating the Model (18) Running the Model (19) Building Additional Capabilities (20) Documentation of the Model (21) Managing the Growth of the Model (22) Building Portfolio Monitoring Model (23) Valuation Techniques: How do we Determine Price? (24) Challenging Times For the Deal (25) Parting Admonitions
Keywords: VBA, structured finance modeling, asset-based securitization, financial modeling, Excel VBA, VBA/Excel, advance rate, interest rate sensitivities, appraisal values, asset-backed securities, collateral selection, report templates, average life, back testing, batch processing, bond math, cash flow amortization, cash flow waterfall, concentration risk, compile errors, coupon income, CPR prepayment method, deal expenses, default activity, PSD default methodology, due diligence, deal equity, excess cash flow, final maturity, fixed rate loans, floating rate loans, functions, gross coverage ratio, gross severity of loss, ineligible collateral, interest rate sensitivity, internal rate of return, key-person risk, Macaulay duration, modified duration, market value decline, menu development, menu checking, model design, model evolution, mortgage math, Monte Carlo simulation, note holders, prepayment, prepayment scenarios, principal recoveries, PSA prepayment method, pseudo code, recorded macros, risk assessment, risk premiums, securitization, seller interest, sensitivity analysis, , sensitivity testing, sizing, structuring models, , structuring methodology, , stratification reports, template files, tenor measurements, structuring triggers, clean-up call, validation methodology, VBA debugger, VBA Editor, VBA language, waterfall, yield to maturity ,
- Author(s)
- Preinitz, William
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Series
- Wiley Finance
- Page amount
- 560 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780470446140