Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA, Access, and Powerpoint

Overview

Regardless of your financial specialization, this book is anessential learning tool in leveraging Microsoft products inwhatever modeling applications you choose to build. The principlesoutlined here can be readily employed across all fields offinancial and non-financial modeling.

This book is written for financial analysts who have a workingknowledge of Excel and VBA and who wish to enhance theirproductivity and marketability by improving their modelingexpertise. The goal of the...

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Intermediate Structured Finance Modeling: Leveraging Excel, VBA, Access, and Powerpoint

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Overview

Regardless of your financial specialization, this book is anessential learning tool in leveraging Microsoft products inwhatever modeling applications you choose to build. The principlesoutlined here can be readily employed across all fields offinancial and non-financial modeling.

This book is written for financial analysts who have a workingknowledge of Excel and VBA and who wish to enhance theirproductivity and marketability by improving their modelingexpertise. The goal of the book is to broaden the reader'sExcel/VBA skills and to demonstrate the progressive integration ofAccess, PowerPoint, and Outlook into a modeling environment.Significant attention is also directed to the design and executionof an Excel/VBA user interface employing complex UserForms.

The focus of the book is a case study containing a structuredfinance model. An exisiting Excel/VBA model is segregated intoseparate Asset and Liability Models. These two models are thenextensively developed by creating sophisticated UserForminterfaces, expanding computational subroutines, and implementingmore elaborate and detailed report packages. Access databases arethen incorporated to manage sets of model inputs and results. Thecapability to automatically produce a ready-to-use PowerPointpresentation is also added. Finally, Outlook is integrated toautomate status reporting and distribution of model reportpackages.

The book contains over 750 exhibits of VBA and Access code,Excel menus and UserForms, as well as financial calculationalgorithms and reports. Complete working versions of all models,their input files, and report results are included on the Web site.Other web chapters contain detailed instructions on how to create adirectory environment to download and run the models, supplementalbond and mortgage math primers, a discussion of representative linegenerator programs, and a tutorial on Excel UserForms.

This book is the intermediate-level companion volume to AFast-Track to Structured Finance Modeling, Monitoring, andValuation: Jump Start VBA, an introductory work on the subject.

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Product Details

  • ISBN-13: 9780470562390
  • Publisher: Wiley
  • Publication date: 2/8/2011
  • Series: Wiley Finance Series, #573
  • Edition number: 1
  • Pages: 995
  • Product dimensions: 7.50 (w) x 10.00 (h) x 2.30 (d)

Meet the Author

WILLIAM PREINITZ has thirty years' experience in investmentbanking and structured finance analytics. A former managingdirector at Citigroup, highlights of his career include thecreation and marketing of securitizations backed by 12b-1 mutualfund fees. With a team of ten people over a fifteen-year period,his group concurrently provided analytical structuring support forthe over 100 different asset classes contained in the ABCP programof the bank. These included such varied items as movie revenues,fast-food franchise financing, and communication satellite leasing.In conjunction with the bank's corporate training program, hetaught Excel/VBA modeling classes to over 300 people ranging fromassociates to managing directors.

MATTHEW NIEDERMAIER is currently a vice president in theStructured Finance Group at Markit, where he is a member of apricing and valuation group focused on agency mortgages and CMOs.Within Markit he has also taught courses in Excel/VBA globally.Prior to Markit he modeled U.S. and Latin American ABS deals atCitigroup, including auto loans, credit cards, and timeshares.

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Table of Contents

Preface.

Goals of the Book.

What You Should Know.

Setting the Context for Learning.

The Structure of the Book.

A Fish Story.

A Perspective on Modeling.

Approaching This Material.

Style.

A Parting Remark.

On the Web Site.

Acknowledgments.

PART ONE. First Steps.

CHAPTER 1. Introduction.

CHAPTER 2. The Existing Model.

CHAPTER 3. Conventions and Advice.

CHAPTER 4. Segregation of the Existing Model’sFunctionality.

CHAPTER 5. Creating the Base Asset Model.

CHAPTER 6. Building the Base Liabilities Model.

CHAPTER 7. Establishing the Model Environment.

PART TWO. Building the New Assets Model.

CHAPTER 8. Designing the New Collateral Cash Flow Generator.

CHAPTER 9. Writing the CCFG Menus and Data Sheets.

CHAPTER 10. Writing the Collateral Data Handling Code.

CHAPTER 11. Writing the Collateral Selection Code.

CHAPTER 12. Writing the Collateral Cash Flow AmortizationCode.

CHAPTER 13. Writing the CCFG Reporting Capability.

PART THREE. Building the New Liabilities Model.

CHAPTER 14. Designing the Liabilities Waterfall Model.

CHAPTER 15. Writing the Liabilities Waterfall ModelSpreadsheet.

CHAPTER 16. Writing the LWM VBA Code.

PART FOUR. Access, PowerPoint, and Outlook.

CHAPTER 17. Access: An Introduction.

CHAPTER 18. Implementing Access in the CCFG and LWM.

CHAPTER 19. Implementing PowerPoint and Outlook in the CCFG.

PART FIVE. Running the CCFG and the LWM.

CHAPTER 20. Running the Models.

Afterword.

Exhibits Index.

Subject Index.

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