more than 40 separate ABS retained asset valuation
models for a Big Three auto maker, together with
a Visual Basic overlay to automate the cash flow
calculation process. (500+ hour project.)
an ABS forecasting tool for a Big Three auto maker.
This tool uses Visual Basic to extract financial
data from valuation models and format it for use
with the Hyperion Essbase system.
a lawsuit receivable securitization model for an East
two MBS retained asset valuation models for a national
financial services company.
West Coast bank with valuation of an MBS retained
asset for FAS 140 disclosure purposes.
CMBS servicing asset model for a super-regional
bank in accordance with OCC
a sensitivity analysis tool for an ABS issuer to
examine the effects of changing prepayment, default
and discount rate assumptions.
Big Five accounting firm validate the modeling assumptions
for an overcollateralized MBS issue.
engineered a Senior/Subordinated, ratio-stripped
MBS issue for a Big Five accounting firm.