Looking different subordinations and how they affect repayment risk

Expected Credit losses method for loan portfolio modelling

This is part of the series of posts, explaining the valuation on NPL portfolios. In this post I am describing how modelling process of the future credit losses. So, let’s start.

The Eiffel Tower, the first project finance project

Loan review process - The tricks of the bankers

Educational : What to look for when you build a Project Finance (PF) model

We talked generally about…

Non-performing loans (NPLs) — Is it a game everybody is allowed to play ?

In this post, I would like to examine the NPLs transactions in EU, which country did what, and whether these portfolios can be considered an accessible asset for the majority of investors. Is this a…

General Tips for a financial modeller

Here are my two cents regarding how someone must build financial models, in general. These…

Greece : What foreigners don’t understand

Two years ago, just after the first bailout, I had a discussion with a macro hedge fund…

Project bond, innovative financing in EU

In the past, I had the opportunity to be involved in a project bond initiative during the…