TSI Training: Cash Flow Modelling for Securitisations (Workshop | Frankfurt am Main)
1. November 2023
Workshop
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 impacton cash flows Creating output sheetsWeiterlesen