Forecasting Structured Security Cash Flows

Overview

A structured security is a security that is backed by a pool of assets, typically fixed income assets. The security is governed by a set of rules that dictate how the cash flows that are generated from the underlying pool are distributed to the holders of the security.

This track goes through a simple example of forecasting the cash flows from a structured security. At a basic level, a structured security is a fixed income contract like any other, and forecasting its cash flows are similar. (see forecasting fixed income cash flows)

Video Demos

First Step