Development of a calculation tool
About This Project
Development of a calculation tool analysing the economic efficiency of Securitisation Structures
Project Scope:
- Assistance in developing an analysis of economic efficiency with the calculation of complex securitisation transactions (pre- and post-calculation) in mind
- This calculation tool is an important part of the bank´s decision
Project Results:
- Calculation tool which can be applied for diverse types of transactions and which is simple to adjust to the most current developments on the securitisation market
- Analysis of economic efficiency of the existing securitisation structures (multi-seller)
Customer Value:
- Future securitisation transactions could be pre- and post-calculated with relatively few resources
- The decision could be made based on an established economic basis
Category
Trading & Capital Markets