A Practical Guide to Building Fully Operational Financial Cash Flow Models for Structured...

A Practical Guide to Building Fully Operational Financial Cash Flow Models for Structured Finance Transactions

DUBLIN, Ireland--(Business Wire)--Research and Markets
(http://www.researchandmarkets.com/reports/c80275) has announced the
addition of "Modelling Structured Finance Cash Flows with Microsoft
Excel: A Step-by-Step Guide" to their offering.

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. Modelling 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 CD-ROM features all of the modelling exercises, as well as a
final version of the model that is created in the text.

Note: CD-ROM/DVD and other supplementary materials are not
included as part of eBook file.

About the Author

Keith A. Allman is a Vice President in the Global Fixed Income,
Structured Finance Division at Citigroup. he has built and reviewed
hundreds of models from many different sectors. Previously, he worked
for MBIA Corporation as a senior analyst in the Quantitative
Risk-Transaction Analysis Group. Allman received his masters degree in
international affairs, with a concentration in finance an banking,
from Columbia University.

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Contents:
Preface
Acknowledgments.
About the Author.
Introduction.
The Three Basic Elements of a Cash Flow Model.
Inputs.
Cash Flow Structure.
Outputs.
The Process of Building a Cash Flow Model.
Plan and Design.
Obtain All Necessary Information.
Construct Basic Framework.
Develop Advanced Structure.
Validate Assumptions.
Test Model.
How This Book Is Designed.
CHAPTER 1. Dates and Timing.
CHAPTER 2. Asset Cash Flow Generation.
CHAPTER 3. Prepayments.
CHAPTER 4. Delinquency, Default, and Loss Analysis.
CHAPTER 5. Recoveries.
CHAPTER 6. Liabilities and the Cash Flow Waterfall.
CHAPTER 7. Advanced Liability Structures: Triggers, Interest Rate
Swaps, and Reserve Accounts.
CHAPTER 8. Analytics and Output Reporting.
CHAPTER 9. Understanding the Model.
CHAPTER 10. Automation Using Visual Basic Applications (VBA).
CHAPTER 11. Conclusion.
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For more information visit
http://www.researchandmarkets.com/reports/c80275

Research and Markets
Laura Wood, Senior Manager
Fax: +353 1 4100 980
press@researchandmarkets.com

Copyright Business Wire 2008