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Recent Projects

  • Created more than 40 separate ABS retained asset valuation models for a Big Three auto maker, together with a Visual Basic overlay to automate the cash flow calculation process. (500+ hour project.)

  • Created an ABS forecasting tool for a Big Three auto maker. This tool uses Visual Basic to extract financial data from valuation models and format it for use with the Hyperion Essbase system.

  • Created a lawsuit receivable securitization model for an East Coast client.

  • Created two MBS retained asset valuation models for a national financial services company.

  • Assisted West Coast bank with valuation of an MBS retained asset for FAS 140 disclosure purposes.

  • Validated CMBS servicing asset model for a super-regional bank in accordance with OCC Bulletin 2000-16.

  • Created a sensitivity analysis tool for an ABS issuer to examine the effects of changing prepayment, default and discount rate assumptions.

  • Helped Big Five accounting firm validate the modeling assumptions for an overcollateralized MBS issue.

  • Reverse engineered a Senior/Subordinated, ratio-stripped MBS issue for a Big Five accounting firm.

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Related sites: David Gerster Excel Modeling Services - Gerster.org Home Page