Structured Finance Analytics With VBA
This 4-day Structured Finance Analytics training is a rigorous introduction to modeling and analyzing structured finance transactions. This course guides participants through every step of analytically structuring asset backed securities. Through theoretical discussion, demonstrations based on real transaction data and modeling exercises in Excel, participants will gain a thorough understanding of the complexities of structured finance analytics. Exercises involving different rating agency methodologies will add breadth to participants’ overall knowledge base. VBA (Visual Basic Applications) is integrated throughout the course to enhance comprehension and to ensure that each participant develops more powerful modeling skills. This part of the curriculum familiarizes participants with using VBA for structured finance transactions and teaches users how to create performance data and amortize assets on a loan-level basis.
- Structured finance or distressed credit opportunity investors.
- Gain a thorough understanding of the complexities of structured finance analytics through theoretical discussion, demonstrations based on real transaction data and modeling exercises in Excel
- Analyze a structured finance transaction from beginning to end using Excel and beginning and intermediate VBA
- Begin with credit analyses and learn enough VBA in order to complete loan level studies
- Integrate credit model with a structuring model to properly size and value transactions
Understanding of basic Finance concepts; Basic Excel knowledge. Basic Structured Finance understanding is helpful, but not required.