Collateral Scenarios

My Scenarios are scenarios created by the user and private to that individual. Deal Scenarios are created by the user that is the Deal Owner or built out by T-REX. When Deal Scenarios are created by the Deal Owner or built out by T-REX, users with access to the deal

Parameter Name Details Calculation Production The user can set a factor that will be applied to the monthly production. Monthly Production * factor Production Degradation The user can set an annual percentage degradation of production output, it will be applied on a monthly basis. Can be calculated as %/year or %/year

Possible Parameter Units in Scenarios Details Related OpEx Unit in Editor Calculation % Change; $/mo % change - Can be negative or positive, calculated as a simple percentage change.   $/mo - Overrides original input made in editor. $/mo % change: (factor - original input) / (original input) % Change; %/yr Escalator Field Units % change -

Parameter Name Details Calculation Energy Production The user can set a factor that will be applied to monthly energy production. Energy Production (kWh) * factor Degradation The user can set an annual percentage degradation of power output, it will be applied on a monthly basis. Can be calculated as %/year or

Possible Parameters Units in Scenarios Details Related OpEx Unit in Editor Calculation % Change; $/mo % change - Can be negative or positive, calculated as a simple percentage change.   $/mo - Overrides original input made in editor. $/mo % change: (factor - original input) / (original input) % Change; %/yr Escalator Field Units % change -

Parameter Name Details Calculation Prepayment Under the Prepayment scenario, the user can model a prepayment in which a part of the collateral pool prepays their loans, and exists within the pool.   The Prepayment will be recognized by the frequency defined under Portfolio > Prepayment.   The Prepayment can be defined as

The Pace analysis is conducted based on populations: Performing, Defaulted and Prepaid. The calculations are based on the performing factors of these populations. The assumption is that the pool will begin with a performing factor of 1 for the performing pool, 0 for default and 0 for prepaid. The populations

Market Rates within the Scenarios page allows users to run independent scenarios for all rate assumptions. Swaps, Merchant Power Curves and Index Rates are available for fast and efficient scenario analysis. * Index Rates * Swap Curve * Merchant Power Curve

Under the Index Rates scenario, users can define index rates within their deals. When a deal is shared with a scenario, the Index rates information will be shared with it. The Index Rate parameter can be used when a user inputs adjustable rates in their deal structure. Instructions to include

The Solver feature is located within the Scenarios tab, and can be used on all deal types. The Solver is intended to support solving for relevant values to use within the Scenarios, to run stresses on the deal.  For example, it can help users solve for the maximum amount of

Under Deal Parameters, the user can define whether the Call Option will be executed. The Call Option parameters are defined under Capital Structure Settings. If the user does not make a choice, the call option will remain empty - and the call option will not be executed. This setting is

Under the Swap Curves scenario, users can define market rates within their deals. The Swap Curves will appear by default on securitized deals. When a scenario is shared, it's shared with its Swap Curve information. For each scenario there are separate Swap Curve inputs. Users can input specific