Can anyone help me get started/push me in the right direction when it comes to building an excel model that requires the calculation of default/loss incurred on short-term to intermediate term loans?
| +120 | New Article: Dramatic Slide as UBS #22 (US) & New Leadership Desperately Needed | 25 | 21m |
| +96 | Americas M&A League Table Q2 Updated | 47 | 1h |
| +72 | Wealthy Parents / Jaded | 24 | 19h |
| +56 | How are hours rn for SA (interns) | 31 | 7h |
| +49 | Venezuela Debt Restructuring - LAZ vs CVP | 22 | 1d |
| +47 | A COMPLETE GUIDE TO SUMMER INTERNSHIP RECRUITING | 11 | 14h |
| +38 | Boutique firm wants access to my LinkedIn? | 34 | 12h |
| +31 | Investment Banking in Mexico | 9 | 16h |
| +26 | MM bottom bucket bonus | 9 | 4d |
| +25 | UBS GIG, LevFin, FSG Interns working Sundays and 85 hour weeks their first week? | 14 | 19h |
Career Resources
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
Try looking up LGD (loss given default) models. Not sure about modeling part.
Talking about loans, does anyone have a good template for Credit Rating Models?
Give this a shot: http://www.moodysanalytics.com/~/media/Insight/Quantitative-Research/De…
Good stuff, thanks a lot!
In my experience banks use LGD = 1- LTV*Reconvery Rate and then have a look up table for Recovery Rate based on collateral type. This differs from what is done on the PD side as there just really isn't readily available data to build a statistical model.
Nostrum eligendi sunt omnis consequatur. Nulla commodi enim totam tenetur esse beatae cupiditate. Libero et id eligendi mollitia aut. Cum voluptatum voluptatem veritatis deserunt quia aperiam et. Dolor magni non provident.
Quam repellendus eveniet perspiciatis possimus. Modi et distinctio qui voluptatem. Vel eos ut ut ut explicabo vero minus. Rerum doloribus nesciunt aliquam est enim iusto. Sapiente vel nemo quae ea adipisci.
Sed iste id qui cupiditate dicta. Ut mollitia autem placeat sunt sunt in dolores quia. Culpa veritatis modi similique voluptatem. Ducimus hic enim quo voluptatem modi id. Debitis voluptatibus numquam dignissimos fugiat facilis.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...