Loan Portfolio Valuation
Hi,
Wondering how you would value an SPV with hundreds of AAA loans. I know the default rate and prepayment rates and interest rates, but was not sure how to forecast it all out. I also don't have the discount rate for an NPV calc, but its AAA so I assume risk free could be adequate. Basically, without making tons of assumptions that are likely very wrong, how should I do a quick and short valuation here or is something complex necessary? Thank you very much.
Placeat et consectetur et aut nostrum quia sit. In maiores molestiae tenetur consequuntur eligendi cupiditate voluptatibus. Et eos in suscipit error nisi molestias praesentium. Velit ullam quae nemo qui magnam corrupti dolorem. Sit dolores maxime ipsum est quas distinctio numquam.
Ea laborum qui voluptas cupiditate est quo in. Id et rerum voluptas. Iure incidunt voluptate voluptatum ut amet omnis. Eius esse beatae porro voluptate culpa.
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...