Download the template here: https://www.smarthelping.com/2025/03/loan-securitization-financial-model.html
I built this model to help one understand a given deal where a pool of loans is being purchased through a special purpose vehicle (SPV) by multiple note tranches with varying priorities in repayment. I've went into detail for the possible ways one can configure principal repayments and defaults as well as prepayments, given that the model doesn't need to know each individual loan in the pool, but rather weighted average attributes about it.
