Debt Capital Markets case studies, worked step by step

Cases
100
Traced to a firm
34
Topics
12
Hard
30
Topic
All topicsPrivate credit and direct lending8Debt capacity and loan structuring9Bond issuance and execution9Credit analysis and ratings12Asset-backed, project and real-asset lending8Structured finance and securitisation9Leveraged finance and LBO financing11Capital structure decisions6Rates and hedging8Liability management and refinancing8Indian debt market execution5Restructuring and recoveries7
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–3 of 3 · filtered from 100Clear filters
  1. 009Karvanya Auto Loans securitises a Rs 1,000 crore pool into senior (85%), mezzanine (10%) and equity (5%) tranches, with excess spread of 2% a year. Cumulative losses reach 7%. Which tranches lose, how does excess spread change the answer, and what credit risks would you evaluate?Structured finance and securitisationCoreMoody'sNew York · 2024
  2. 040Velkora Warehousing Park has gross potential rent of Rs 48 crore, 8% vacancy and operating costs of 20% of effective income. Get to value at an 8% cap rate, then size a refinancing loan at 60% loan-to-value and 1.4x debt service cover. Which test binds?Structured finance and securitisationCoreInvescoNew York · 2025
  3. 068Build a simple delinquency model for a mortgage pool using monthly roll rates between arrears buckets, project the 90+ bucket for three months, and say which borrower factors you would add.Structured finance and securitisationCoreNeuberger BermanChicago · 2024

Company names and figures are illustrative.