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[null,"1.","Record Nr.",null,"UNINA9910830510403321"]
[null,null,"Autore",null,"Smith Darren"]
[null,null,"Titolo",null,"Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, West Sussex, England : , : Wiley, , 2010"]
[{"$nulls":4},"©2010"]
[null,null,"ISBN",null,"1-119-20643-X"]
[{"$nulls":4},"0-470-66585-8"]
[{"$nulls":4},"0-470-97167-3"]
[null,null,"Descrizione fisica",null,"1 online resource (678 p.)"]
[null,null,"Collana",null,"Wiley finance"]
[null,null,"Disciplina",null,"332.63/2"]
[{"$nulls":4},"332.632"]
[{"$nulls":4},"332.632044"]
[null,null,"Soggetti",null,"Collateralized debt obligations - Mathematical models"]
[{"$nulls":4},"Credit derivatives - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[null,null,"Nota di contenuto",null,"\"\"Cover\"\"; \"\"Half Title page\"\"; \"\"Title page\"\"; \"\"Copyright page\"\"; \"\"Dedication\"\"; \"\"Foreword\"\"; \"\"Acknowledgments\"\"; \"\"Chapter 1: Introduction\"\"; \"\"1.1 To Excel or Not to Excel?\"\"; \"\"1.2 Existing Tools and Software\"\"; \"\"Chapter 2: What are Cash CDOs?\"\"; \"\"2.1 Types of CDOs\"\"; \"\"2.2 Description of a Cash Flow CDO\"\"; \"\"2.3 Life Cycle of a Cash CDO\"\"; \"\"2.4 Contribution to the â€œCredit Crunchâ€?\"\"; \"\"Chapter 3: Introduction to Modelling\"\"; \"\"3.1 Goals in Modelling\"\"; \"\"3.2 Modelling Philosophies and Trade-Offs\"\"; \"\"3.3 Flexibility\"\"; \"\"3.4 Organization and Layout of a Model\"\""]
[{"$nulls":4},"\"\"3.5 Life-Cycle Issues: Building an Adaptable Model\"\"\"\"Chapter 4: Prerequisites to Cash Flow Modelling\"\"; \"\"4.1 Modelling Dates\"\"; \"\"4.2 Interest Rate Curve Modelling\"\"; \"\"4.3 Present Value Modelling\"\"; \"\"Chapter 5: Getting Started\"\"; \"\"5.1 Create the Input Sheet\"\"; \"\"5.2 The Value of Labelling\"\"; \"\"Chapter 6: Modelling Assets\"\"; \"\"6.1 Initial Asset Pool: Rep Line Modelling vs. Actual Assets\"\"; \"\"6.2 The Collateral Sheet in the Cash Flow Model\"\"; \"\"6.3 Modelling Defaults and Recoveries\"\"; \"\"6.4 Amortization\"\"; \"\"6.5 Modelling Reinvestment\"\"; \"\"6.6 Reinvestment Cohorts\"\"; \"\"6.7 Accounts\"\""]
[{"$nulls":4},"\"\"6.8 Timing Models vs. Actual Timing\"\"\"\"6.9 Simple Warehouse Modelling\"\"; \"\"Chapter 7: Basic Waterfall Modelling\"\"; \"\"7.1 Basic "]
[{"$nulls":4},"Waterfalls\"\"; \"\"7.2 Layout and Design\"\"; \"\"7.3 Avoiding Negative Values\"\"; \"\"7.4 Timing Modelled vs. Actual Timing\"\"; \"\"7.5 Liabilities Cash Flows\"\"; \"\"7.6 Fees and Expenses Cash Flows\"\"; \"\"7.7 Interest Waterfall\"\"; \"\"7.8 Interest Waterfall (Available Funds After Payment)\"\"; \"\"7.9 Interest Waterfall Calculations\"\"; \"\"7.10 Principal Waterfall\"\"; \"\"7.11 Principal Waterfall (Available Funds After Payment)\"\"; \"\"7.12 Principal Waterfall Calculations\"\""]
[{"$nulls":4},"\"\"7.13 Adding Over-Collateralization Tests\"\"\"\"7.14 Adding Interest Coverage Tests\"\"; \"\"7.15 Technical Issues with Coverage Tests\"\"; \"\"Chapter 8: Outputs Sheet\"\"; \"\"8.1 Purpose of the Outputs Sheet\"\"; \"\"8.2 Collating Waterfall Outputs\"\"; \"\"8.3 Present Value\"\"; \"\"8.4 Duration\"\"; \"\"8.5 Weighted Average Life and Internal Rate of Return\"\"; \"\"8.6 Equity Analysis\"\"; \"\"8.7 Basic Auditing\"\"; \"\"Chapter 9: Moodyâ€?s Rating Agency Methodology\"\"; \"\"9.1 Introduction to Agency Methodologies\"\"; \"\"9.2 The BET Approach\"\"; \"\"9.3 Evaluating the Collateral\"\""]
[{"$nulls":4},"\"\"9.4 Creating the Moodyâ€?s Sheet and Related References in the Cash Flow Model\"\"\"\"9.5 Default Profiles\"\"; \"\"9.6 Interest Rate Profiles\"\"; \"\"9.7 Running the Analysis\"\"; \"\"9.8 Variations on the BET\"\"; \"\"9.9 2009 Methodology Update\"\"; \"\"Chapter 10: Standard & Poorâ€?s Rating Methodology\"\"; \"\"10.1 The S&P Approach\"\"; \"\"10.2 Evaluating the Collateral\"\"; \"\"10.3 Modelling Recovery Rates\"\"; \"\"10.4 CDO Evaluator\"\"; \"\"10.5 Default Rates\"\"; \"\"10.6 Interest Rate Stresses\"\"; \"\"10.7 Amortization\"\"; \"\"10.8 Additional S&P Modelling Criteria\"\"; \"\"10.9 Building the S&P Sheet and Related References\"\""]
[{"$nulls":4},"\"\"10.10 Running the Stress Scenarios\"\""]