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
A vailable bid capacity We saw the criterion that qualifies the bidder. Now we will learn about the bid capacity. There are chances that a bidder might acquire more contrac

Maturity Profile Even though there is no ideal theory/concept of the maturity of the instruments, some important issues that should be considered while balancing the long-term

As the early 1980s, foreign portfolio investors have purchased an important portion of U.S. treasury bond issues. Discuss the short-term and long-term influences of foreigners’ por

You plan to borrow $125,000 at a 9.5% annual interest rate. The terms require you to amortize the loan with 10 equal end-of-year payments. How much interest would you be paying i

Swap Market: The fall of Bretton Wood system in early 1970s weakened of the pound. It was imperative to stop the downward slide of the pound. In order to control the flow of fo

Question based on Share Holder Value Maximizations ? Hatsun Agro Product limited (HAPL) over the last Five years has shown a steady growth in its sales revenue and profits. The

Explain about opportunity cost of capital Risk free rate compensates for opportunity lost and risk premium compensates for risk. It can also be known as the 'opportunity cost o

How does a preemptive right protect the interests of existing stockholders? A preemptive right defends the interests of existing stockholders by providing them the opportunity to

Q. Demerits of profitability index method? Demerits of PI method:- (i) This method is complicated to understand and implement (ii) Calculations in this method are complex

a The Monetary Approach to the ER. All else equal, an increase in the interest rate in Canada is associated, in the long run, with higher prices in Canada and an appreciated exchan