Example portfolio of loans valuaion model
Bit of a long shot but does anyone have an example model they could share which calculates the returns on / values a portfolio of loans?
I'm interviewing with a credit fund and the next stage is a 45 minute modeling test focused on calculating the returns on a loan portfolio. They give you a pre-built model and you have to look for mistakes/repair it. Sounds like it should be straightforward enough (famous last words) but I'd like to be as prepared as possible, especially since I have no idea how complicated the model will be...
I've searched the web but the only things I've found have been super basic. I've also searched this forum and have found some useful commentary but no actual models http://www.wallstreetoasis.com/forums/loan-portfo… http://www.wallstreetoasis.com/forums/npl-and-who… http://www.wallstreetoasis.com/forums/modelling-a… http://www.wallstreetoasis.com/forums/looking-for…
Any help would be much appreciated!!!