Loan Cash Flow and Price Model
Client was looking for a platform to calculate the loan cash flows, valuation and perform the precise pricing
- Correct loan level and note level cash flows
- Comfortable Loan pool analytics
- Calculation and application of the cash flows due to various default and prepayment, partial prepayment scenarios.
- Handling missing, or inconsistent data errors
- Run the valuation and generate the precise pricing of the loan
Our Approach, Findings and Solutions
- Verified the note level cash flow to make sure that it is correctly flowing to the loan level cash flow. Also, to ensure that defaults and prepayments are correctly applied to note level.
- Various stratification reports were needed based on actual data coming from loan tape as well as on the scrubbed data to compare the differences.
- Enhanced the model to provide customized stratification reporting based on user inputs
- Enhanced the model to provide one pager/multi pager reporting at loan level and property level in the portfolio. This was done in the PPT form automatically by the system.
- Produced error reports to the users for their corresponding corrective actions.
- Handled missing and inconsistent data with most suitable assumptions
- Ran the valuation and generate the precise pricing of the loan
Audit and Rebuilding of Cash Flow Model – Published On October 2019
Risk Valuation System for CMBS (An Introduction) – Published On October 2019
Loan Cash Flow and Price Model – Published On October 2019
Audit and Rebuilding of Term Sheet Model – Published On October 2019
Audit and Validation reporting of CLO Model – Published On October 2019
Finding Financial Fraudsters – Published On October 2019
Liquid and Near-Liquid Alternatives White Paper Excerpt – Published On October 2019
Understanding the ISDAfix Controversy and Its Potential Impact – Published On October 2019
Tracking Activist Hedge Funds with Form 13D – Published On October 2019
The Mechanics of Capital Structure Arbitrage – Published On October 2019
Trends in Hedge Fund M&A and Valuation: 2000-2012– Published On October 2019
The Libor Scandal and Its Effects Explained– Published On October 2019
Hedge Funds: An Industry Overview– Published On October 2019
A Methodology for Hedge Fund Valuation– Published On October 2019