Questions tagged [debt]
The debt tag has no usage guidance.
10
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Borrower, platform, SPV relationship with borrower payment dependent notes?
As you know, real estate crowd funding platforms are taking off at the moment. Platforms connect investors to real estate assets. I am having an issue with understanding how exactly borrower payment ...
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Collateralized Loan Obligation - reliable source of information
Can someone provide me with some reliable source of information about CLOs? Especially some scientific articles etc. Google or wiki are good for starters and I would like to get some examples, ...
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Quant valuation of a credit card debt (or flexible loan)
What would you say is the generally accepted quantitative method of valuing an individual credit card, or flexible loan? Is the method very changeable if that were a pool of such loans?
Suppose the ...
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How to value a portfolio of non-mature consumer loans?
I'm looking for the best way to value a portfolio of consumer loans that have NOT reached maturity and for which I do observe the payment/default history to date?
I'm working with a large database of ...
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Cost of debenture using IRR method
Question:
A company issued $10000$, $10\%$ debentures of $\\\$100$ each on 1.4.2020 to be matured on 1.4.2025. Market price of the debenture is $\\\$80$. Tax rate is $35\%$. Then what would be the ...
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Derive the Probability of Default (PD) of private companies with Merton Model
Do you know a well used method how to calculate the PD of private companies using the Merton Model.
The main challenges I am facing is to get the appropriate volatility of the assets and the drift.
...
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Remaining Balance Formula for Actual/360 and Actual/Actual Accrual Methods
Is there a concise formula for calculating the remaining balance of a loan with actual/360 and actual/actual accruals?
I know for 30/360 amortizations, the remaining balance is just the FV of the ...
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Why does lower interest rate result in higher debt issurance?
Is it because lower interest would reduce coupon rate since coupon rate have to be higher than the interest rate to remain attractive for debtholders?
For reference: https://marketrealist.com/2014/03/...
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Is a company's exact debt structure publicly available to investors?
I am relatively new to investing and would like to look into some of the details of a few companies. As one example, we can use DAL.
To assess the financial future of the company, it would be ...
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Pricing Debt/Credit/Mortgage+ Prepayment- Literature?
Does someone know some good literature(Papers or Books) regarding the topic how to Price debt/credit with prepayment?
I just found literature about the general topic , like how to price callable bonds,...
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