Mutual Fund Cash Flow Model
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10.01.2023
Co-author
Affiliation
BMO
Main category
Economics (General Management)
Abstract
The major point of the modeling is to determine whether the cash flow from the mutual fund fees can cover the repayment of the notes (the principal and the interest). In the static model, the actual shortfalls or excess cash flows are put to the output pages. In the dynamic model, the outputs include both indicative and quantitative measures of the excess/loss. According to the Structured Asset Securitization Group, when the dynamic model is used only the indicative output values are considered important.
Further information
Further reading
https://ia904701.us.archive.org/7/items/mutualFundCash/mutualFundCash.pdf
Language
English
DOI
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