Cash Flow Modelling for Securitisations (Schulung | Frankfurt am Main)
22. Mai 2025
Schulung
The workshop will guide participants through the cash flow modelling approaches of securitisations, with a specific focus on Auto and Consumer ABS as well as RMBS. Besides explaining the various elements and alternatives of typical structures, the workshop follows a step-by-step approach how to create a CFM in Excel from scratch Objectives for participants: – Setting up cash flow models for Auto and Consumer ABS– Modelling CPR, delinquency and default rate vectors and analysing the impact on cash flows– CreatingWeiterlesen