Asset Securitization Structures (Excel help), Financial Management

#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..
Posted Date: 11/17/2012 3:15:10 PM | Location : United States







Related Discussions:- Asset Securitization Structures (Excel help), Assignment Help, Ask Question on Asset Securitization Structures (Excel help), Get Answer, Expert's Help, Asset Securitization Structures (Excel help) Discussions

Write discussion on Asset Securitization Structures (Excel help)
Your posts are moderated
Related Questions
• Prepare a Trend Analysis for the Balance Sheet, Income Statement and Cash Flow Statement • This should include about 12 accounts in the Balance Sheet and about 10 Income Statemen

'A' Priori Probability This is a probability computed by rationally examining existing information. A priori probability can most simply be explained as making a conclusion on

what is the major value of the weighted cost of capital calculation for the firm?

Describe the term- Investment Decision Investment decision, also referred to as the capitalbudgeting decision, simply means decisions to acquire assets or to invest in aproj

Define why we measure a project’s risk as the change in the CV. We calculate a project’s risk as the change in the coefficient of variation since this focuses on the change in

Treasuries are the securities that theUS government issues for the completion of government projects. They are of different types like, treasury bills, treasury bon

Assume that you can receive $25,000 per year forever and that your cost of money is 7%.  What is this opportunity worth today?

Like corporate bonds, non-corporate bonds such as asset-backed securities, mortgage-backed securities, municipal bonds, sovereign bonds are also exposed to credit

Memorandum Memo to: Blackwater plc Main Board. Subject: Proposed Pollution Control Project. From: Lower down the hierarchy. Date: That'll be the day. On purely non-

Foreign Exchange Market Equilibrium: We say that the foreign exchange market is in equilibrium when deposits of all currencies o er the same expected rate of return (when retu