A Fast-Track to Structured Finance Modeling, Monitoring, and Valuation: Jump Start VBA / Edition 1

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An introductory work to structured modeling in Visual Basic Application (VBA), A Fast-Track to Structured Finance Modeling, Monitoring, and Valuation: Jump Start VBA provides you with a concise, immediate, and practical guide to developing a meaningful level of modeling expertise on problems in structured finance. Designed to allow you to cross from the pure Excel world to the much more powerful and flexible world of VBA/Excel, this straightforward book is built around a structured finance case study in asset-based securitization.

Starting with basic examples that progressively develop your confidence to take on more complicated tasks, this book teaches you how to break complex tasks down into simple tasks and then implement them into VBA code using a critical subset of the features of the language. This hands-on, step-by-step guide features coverage of:

  • General modeling concepts
  • The Cash Flow Waterfall in Excel code
  • Organizing and creating VBA modules to hold your model code
  • Generating VBA code from recorded macros, and how to simplify and extract it for use in your model
  • Efficiently using VBA statements to control the flow of the model
  • How to use template files for efficient and flexible report writing
  • Writing a collateral selection and reporting capability into your model
  • How to generate collateral cash flows on a loan-by-loan, period-by-period basis
  • Calculation optimization applied to collateral cash flow amortization
  • How to use the VBA debugger to detect and correct different types of errors
  • How to use the completed model to structure and size a finance deal
  • Modifying the model to allow multiple scenario runs
  • Protecting and evolving the model so it continues to create value for the business unit
  • How to add additional reporting and analytical features to the existing model
  • How to convert the structuring model into a monitoring and valuation model
  • Allowing for the use of monthly empirical performance information
  • Use of the monitoring and valuation model to track the performance of the deal
  • Valuing the deal based on its performance, market conditions, and rating criteria

Accompanied by an online resource containing a complete working model and all the data and files professionals need to run it, A Fast-Track to Structured Finance Modeling, Monitoring, and Valuation: Jump Start VBA is the only book written for the complete novice, enhancing your ability to break complex, seemingly insoluble problems down into a set of manageable tasks, through the use of VBA.

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Product Details

  • ISBN-13: 9780470398128
  • Publisher: Wiley
  • Publication date: 2/9/2009
  • Series: Wiley Finance Series, #487
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 744
  • Sales rank: 1,107,295
  • Product dimensions: 7.50 (w) x 10.00 (h) x 2.40 (d)

Meet the Author

William Preinitz is a Managing Director with Citigroup Global Markets' Global Special Situations Group. He oversees new business origination-structured finance issuance, serv-icing operations, rating agency relationships, credit wrap providers, investors, analytical development, internal risk control, audit activities, hedging, and residual arbitrage activities.

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Table of Contents


About the Website.

Part One: Introduction.

Chapter 1: Why? What? Who? Where? and How?

Chapter 2: Common Sense.

Part Two: The Securitization Process.

Chapter 3: Securitizing A Loan Portfolio.

Part Three: Designing the Model.

Chapter 4: Understanding the Excel Waterfall.

Chapter 5: Designing the VBA Model.

Part Four: Learning the VBA Language.

Chapter 6: Laying the Model Groundwork.

Chapter 7: Recorded Macros: A First Look at the VBA Language.

Chapter 8: Writing Menus: An Introduction to Data, Ranges, Arrays, and Objects.

Chapter 9: Controlling the Flow of the Model.

Chapter 10: Building Messaging Capabilities.

Chapter 11: Designing the Model's Reports.

Part Five: Writing the Model.

Chapter 12: Main Program and Menus.

Chapter 13: Writing the Collateral Selection Code.

Chapter 14: Calculating the Cash Flows.

Chapter 15: Running the Waterfall: Producing Initial Results.

Chapter 16: Debugging the Model.

Part Six: Testing, Use, and Deployment.

Chapter 17: Validating the Model.

Chapter 18. Running the Model.

Chapter 19: Building Additional Capabilities.

Part Seven: After the Model Is Written.

Chapter 20: Documentation of the Model.

Chapter 21: Managing the Growth of the Model.

Part Eight: Risk Assessment and Valuation.

Chapter 22: Building Portfolio Monitoring Model.

Chapter 23: Valuation Techniques: How do we Determine Price?

Chapter 24: Challenging Times For the Deal.

Part Nine: Farewell.

Chapter 25: Parting Admonitions.

Appendix A: Mortgage Math.

Appendix B: Bond Math.

Exhibit Index.

Subject Index.

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