FAS 157 Fair value liabilities disclosure
3 mins read FAS 157 Fair value liabilities disclosure. Term B loans, credit lines, revolvers and LCs. Fair values of highly customized and
FAS 157 Term B syndicated loan fair value disclosure
7 mins read Corporations use FAS 157 Term B syndicated loan as a source of funding for capital purposes. The loans usually are
Fair value disclosure FAS 157 Revolving credit facilities
5 mins read In this post we outline the framework for determining FAS 157 fair values for revolving credit facilities. Companies avail revolving
CIR Model – Appropriate Time Step
2 mins read What is the appropriate time step to use in estimating parameters for, and projecting short rates using, the CIR model?
BDT Interest Rate Model – Limitations and Solutions in EXCEL
3 mins read Solver Functionality and Workaround A key element in the construction of the Black Derman Toy interest rate model is the
Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
5 mins read The Black Derman Toy (BDT) model is a one-factor, no-arbitrage interest rate model. One-factor in that the entire term structure