Asset Securitization Structures (Excel help), Financial Management

Assignment Help:
#questAs an assistant vice president at a regional bank, your boss has tasked you to acquire $100 million of residential mortgages to be securitized in a pass-through MBS. There must be between 250-300 mortgages in the portfolio, none of them with a maturity below 200 months or greater than 360 months. In the interest of time, your boss suggests that to find (meaning create some hypothetical) a group of diverse mortgages (meaning each with a different interest rate, principal amount, and maturity) and then, aggregate each mortgage into a pool to calculate the portfolio WAC and WAM. Your must provide your boss with a summary spreadsheet that shows the individual mortgages and the portfolio''s WAC and WAM calculations
ion..

Related Discussions:- Asset Securitization Structures (Excel help)

State the concept of overtrading, State the concept of Overtrading Over...

State the concept of Overtrading Overtrading can result in insolvency which means companies have severe cash flow problems. This means that a thriving company, which may look v

WACC, The following is the existing capital structure of Company XYZ Ltd. O...

The following is the existing capital structure of Company XYZ Ltd. Ordinary shares at Shs.10 par 1,000,000 Retained 800,000 12% preference shares Shs.10 par 400,000 16% loan Shs.1

What is adjusted gross income, Q. What is Adjusted Gross Income? Adjust...

Q. What is Adjusted Gross Income? Adjusted Gross Income - Gross income decreased by business and other specified expenses ofindividual taxpayers. Amount of adjusted gross incom

#tFuture Value, You deposit $3,000 in a back account that pays 10% annually...

You deposit $3,000 in a back account that pays 10% annually, how much would you have im your account after 5 years?

Limitations of budgetary control, LIMITATIONS OF BUDGETARY CONTROL 1. I...

LIMITATIONS OF BUDGETARY CONTROL 1. It involves predicting the future which is not certain. 2. Market is continuously and dynamically evolving.  Hence budgets based on past

Rationale for corporate governance, Rationale for corporate governance ...

Rationale for corporate governance The organization of the world economy (particularly in present years) has seen corporate governance gain prominence mostly since: Insti

Cash vs. accrual accounting, Cash vs. Accrual Accounting: While it is b...

Cash vs. Accrual Accounting: While it is beyond the scope of this module to assess accounting systems against all types of accounting styles, it is important that managers unde

Need for credit and its nature, Need for Credit and its nature On the d...

Need for Credit and its nature On the demand side of the economy are the consumers of goods and services who require funds basically for acquiring certain consumer durables. Th

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd