The tag has no wiki summary.

learn more… | top users | synonyms

0
votes
0answers
3 views

Foreclosure Implications on CMO Cash Flows

I have a simple homework project where I am to create some models to value a CMO. Please make any simplifying assumptions necessary to provide an answer. Prepayment is simple to account for. This ...
0
votes
0answers
13 views

simple question on DSCR

What is the DSCR for a 2.5 million property generating a 7.5% before tax annual return on equity with a 1.5 million ten year interest-only first mortgage at a 5% annual interest rate? a) 2.00 b) ...
0
votes
0answers
25 views

how to obtain the optimum debt-equity ratio while maintaining a minimum debt service coverage ratio of 1.1

the assumptions are -that the NOI for year 0 is 6500000 -loan term is 8 years and issued at a fixed rate of 3% + libor (in 2008) -equity yield is 15%
2
votes
0answers
503 views

How to correctly construct a value- and equally weighted portfolio consisting of property-types?

A problem of which I couldn’t find the answer on the forum is about the construction of equally-weighted and value-weighted portfolio. I want to compute the equally-weighted property-type portfolio ...
4
votes
1answer
281 views

Quantitative risk model for an open real estate mutual fund in Europe

How useful are quantitative techniques for the risk analysis/management of a open real estate fund? I am thinking about an approach for Europe (US and other markets are probably quite different - ...