Monthly Archive:: August 2012

Mistakes in local regulations: Supervisory Formula Approach

Do you consider your local regulator as authority with supreme knowledge about securitization? Maybe you will change your opinion after checking the local implementation of CAD directive

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Supervisory Formula Calculator in Excel

Here is the Excel file calculating the Supervisory Formula, together with the VBA function. Please feel free to download and use it! It is regrettable that none of the market participants have published the sample SFA calculation on Internet. At the same time, it is one of the most complex formulas in the financial world

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