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
Showing 1–5 of 5 · filtered from 100Clear filters
- 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?Moody'sNew York · 2024
- 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?InvescoNew York · 2025
- 050Anvayana Home Loans wants to sell Rs 500 crore of home loans. Compare a direct assignment at the pool yield with a pass-through structure needing 10% credit enhancement: what does each do to its income, and how much risk does it really shed?Structured creditIndian debt capital markets
- 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.Neuberger BermanChicago · 2024
- 077You buy mortgage-backed pass-through bonds at 102. How do their average life and yield change if borrowers prepay 10% a year against 25% a year?Structured creditFixed income asset management
Company names and figures are illustrative.