Abs Cashflow Modelingv0.3.3

Model a basic asset-backed securities deal with mortgage pool, bonds, fees, and waterfall to analyze cashflows and tranche performance. Triggers: basic deal, ABS, mortgage pool.

Model an adjustable rate mortgage pool with LIBOR-based floating rates and periodic resets to simulate cashflow changes around reset periods. Triggers: ARM, adjustable rate, LIBOR.

Model bonds with scheduled rate step-ups at specific dates for structuring deals that incorporate increasing coupon rates over time. Triggers: step-up, bond rate, scheduled increase.

Simulate principal and interest distribution waterfall across senior, mezzanine, and equity tranches to assess credit enhancement and tranche performance.

Analyze how different prepayment speeds (CPR) and default rates (CDR) impact cashflows and bond yields, enabling stress testing of ABS structures.

Provide advisory services to banks and originators on structuring ABS deals, optimizing tranche credit enhancement, and pricing bonds based on cashflow modeling.

Offer a cloud-based platform for investment managers and analysts to model ABS cashflows, run sensitivity scenarios, and generate reports on tranche performance.

Develop proprietary cashflow models for hedge funds and asset managers focused on ABS and mortgage-backed securities, including user-defined waterfalls and scenario analysis.