WST: 7.2 Basic Financial Modeling - Evaluation Model & DCF
Intex has created and maintains cash flow models for nearly all public and many private world issued RMBS, ABS, CMBS, CLO, CDO Trups and securitizations CLN.
The Agency contract template library Intex CMO provides full coverage for CMO administered by Fannie Mae, Freddie Mac and Ginnie Mae The transfer contract template library Risk Credit Intex Agency offers comprehensive coverage for CAS and treats STACR issued Fannie Mae and Freddie Mac Agency MBS Intex library offers full coverage for all Fannie Mae, Freddie Mac and Ginnie Mae MBS issued securities single- pass a similar product for multifamily MBS pass-titles is also available.
The model library deal Intex US RMBS effectively covers all Prime, Alt-A and Option ARM discusses supported and deal model library Intex US Home Equity effectively covers all sub-prime, Dent Scratch, NPL, RPL, second lien, and HELOC supported treats so-called re-REMIC these transactions are also covered all structural features are modeled accurately, including allowances for loss, triggers, prepayment penalty allowances and interest rate hedges most these models are updated with information collaterals actual level of the loan.
The RMBS European Intex contract template library effectively covers all European countries with the asset securitization markets, including UK Prime and non-compliant contracts, wide coverage for the Dutch, French and German draft, and extensive coverage of Northern and Southern Europe prices A growing number of these models are updated with real collateral loan level information or updates aggregate collateral information using loan data from the European data warehouse .
The Australian RMBS contract Intex model library covers virtually all of Australia RMBS deals and most of these models are updated with collateral information actual level of the loan.
The model libraries Japanese RMBS deal Intex are classified into two different products Japan's largest library is the model library deal Intex Japanese Agency, which consists of all transactions effectively GHLC JHFA the Japanese equivalent to Fannie Freddie Ginnie CMOs More the Japanese business model RMBS Intex library offers exclusive coverage of other Japanese RMBS deals.
The Chinese deal RMBS model library Intex launched in 2015, provides coverage deal for the growing number of Chinese RMBS deals that have come on the market.
Intex is also a cover for other emerging markets RMBS, including other parts of Asia and Latin America and Africa.
Intex provides wide coverage contract model for the global market of ABS, including regionalized coverage for Europe, the United States, Australia, China, Japan and other parts of Asia and the Deal Latin America and Africa libraries consist of agreements backed by aircraft leases, auto loans Leases, business loans, consumer loans, credit cards, equipment leases , floorplan loans, manufactured housing loans, various types of debt, such service provider beforehand, drug charges, health care, legal costs, pubs, solar regulation, structured, wood, tobacco, tolls, trade , utilities, SME loans, student loans, tax liens, and time Share loans.
The Intex CMBS contract template library effectively includes all assets of CMBS deals, these deals mainly be supported by the Business Conduct and or large commercial real estate loans rates are modeled with information level collateral loan and updated monthly with the last trustee and service provider the information provided for loans and properties of all structural features are discussed, including loan structures shared namely AB Notes and complicated prepayment penalty allowance coverage also includes prices supported by the Agency multifamily loans, franchise loans, and small balance commercial mortgages and family renting to certain transactions and CRE CDOs customers have come to rely on Intex to provide the CMBS market with cash flow models more accurate available .
The Intex European CMBS contract template library actually includes all one loan and multi-asset CMBS lending transactions These offers are updated in a timely manner with the newest trustee and loan reported or service provider and information assets and account for all relevant structural features, including split-loan structures, liquidity facilities and the main rules of complex payment allocation.
US and European CMB deals are usually modeled while allowing red analysis before the deal closed set the price.
Libraries Intex model agreements in the US and European CLOs are recognized as the industry standard for the market CLOs These libraries cover mainly deals backed actively managed portfolios of high yield syndicated bank loans and in some case the obligations of high-yield corporate and other slices or CLO deals are carefully modeled structural features of each transaction, including IC and OC tests reinvestment provisions, and updates are created using trustee provided of timely information, including detailed asset by asset.
Libraries US Intex model agreements and European CDOs are also recognized as the industry standard for the market of existing CDOs These libraries cover deals primarily backed by portfolios once actively managed senior tranches of funding and structured mezzanine are usually modeled in other libraries deal Intex model contract templates and called CDO-squared transactions, licensing GIVING users such libraries the possibility of using the Intex models for the underlying assets of cash flows resulting forecasting cash flow collateral precise CDOs.
Intex US and European libraries to deal model CLN includes coverage for treats often called linked credit scores, portfolio credit swaps, custom crafts, unique slice of credit derivatives, and CSOs generally these agreements refer to corporate bonds and loans, but they often include RMBS, ABS, CMBS and CDOs CLN referring to other structured finance tranches generally use the Intex model for these units to enable prediction of flow more accurate cash are carefully modeled structural features of each transaction and updates are created using trustee provided timely information, including detailed asset by asset for models discusses selection CLN issued in other regions also available.
Intex offers a variety of optional data products that can be added to process models of library subscriptions to complement the use of libraries Intex model contract These products are generally authorized by customers who wish to access and analyze much more effectively, slice and performance data guarantees in support of efforts to monitor and treat the development of safeguards forecast assumptions for critical inputs such as prepayment, default and recovery severity rate.
The option INTEX Process data provides easy access to select historic agreement, slice and total warranty data fields for Intex deals modeled Data fields include such things as rates of prepayment guarantees historical, rates of default, severity rate, cumulative collateral losses and ongoing, and the delinquency rate and historical values outbreak of cash flow and historical tranche, the main deficits of interest writedowns and credit support levels data is regularly updated in cooperation with each milking updating the periodic cash flow model and is available for viewing in INTEXcalc and can also be delivered via the Internet in a standardized format that can then be imported into the database of commonly used tools.
Historical Data Loan option INTEX offers easy access to data on historical loan collateral support offerings modeled in Intex US RMBS, US Home Equity, US CMBS and US CLO model libraries deal Data is updated on a base regular conjunction with each price updated on periodic cash flow model data files are delivered via the Internet in a standardized format that can then be imported into the database of commonly used tools.
Cashflow Model Intex Solutions and Data, Intex, cash flow models.