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IPD / OCCAM Probability Adjusted Cashflow Model (PAC-M)
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The Probability Adjusted Cashflow Model uses the probability of each event in a lease to project an expected and also a probability adjusted cashflow for units, assets, sub-portfolios and the portfolio for up to 100 years, and:
• Incorporates both revenue expenditure, from lease events, and capital expenditure
• Uses the full suite of IPD Lease Events data
• Allows sophisticated stress testing of portfolios and loan books
• Can use IPD Lease Events forecasts instead of historic lease events information
• Allows users to add and remove assets from the analysis and incorporate depreciation
• Allows users to differentiate by quality or location
Can be used in: Portfolio Risk Modelling, Asset Analysis, Cashflow Modelling
Beneficial for: Asset Managers, Investors / Fund Managers, Lenders, Risk Analysts, Securitisation Teams, Rating Agencies, Strategists
Measures: Armageddon Cashflow, Expected Cashflow – no rental growth, Expected Cashflow – with rental growth, Probability Adjusted Cashflow, Duration, NPV, IRR
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Quick links
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Go
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IPD Lease Events Review
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Click here to read more about the IPD Lease Events Review.
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Copyright © 2011 IPD
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