Cash Flow Modelling For Securitisation - Future Flow

 A Look at Cash Flow Programming for Future Flow or Hybrid Securitisation  Structures (2 hours – Theory and Practical Session)

Whilst future flow securitisation (otherwise known as hybrid transactions) tend to be less homogenous  and more unique, the module looks at an example of using a future ticket receivable securitisation to show how using stressed cashflows, it is possible to reverse engineer into a present value calculation for the bonds. The theory looks at the cash flows on closing  and during life of transaction. Determining the asset’s stressed variables for a future flow transaction. Risks, descriptions and mitigants.

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