Case Study Help - Credit Fund
I made it into the final rounds of interviews with a large credit fund and was presented with a case study.
Essentially, I am given a potential purchase opportunity for a loan portfolio and "my fund" needs to put up a competitive bid. The "team" on the fund goes through each credit on a loan by loan basis, and composes a data tape of the loan portfolio inclusive of basic loan and borrower characteristics as well as its base case exit assumptions based on their diligence, underwriting and valuation. I am asked to run various scenarios and present two deliverables - an Investment Committee Memo summarizing the analysis and subsequent conclusions in advance of the bid on the portfolio and a dynamic monthly cash flow model in excel delineating my analysis that is clear to read and easily auditabe.
Can anyone provide some assistance, samples, or any advice on how to get through this?I have never done any of this stuff before as I come from a non-LF Capital Markets Group at a BB (limited modeling and loan exposure). Any help here would be greatly appreciated. By some luck, I have made it into the final rounds and would love to keep the ball rolling here.
Thanks and please let me know of any questions
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