Loan Book
0 loans
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bps
Auto-matched by WAL
STRESSED
Clean Price
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Dirty Price (MtM)
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Accrued Interest
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Discount Rate
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WAL
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Spread over Gilts
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Semi-Annual Act/365Principal
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Coupon
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Maturity
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| # | Date | Days | Coupon | Principal | Total CF | Yrs to CF | DF | PV |
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| Tenor | Rate (%) | Years |
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| Benchmark | Description | Coupon (%) | Maturity | Yrs to Mat | Yield (%) |
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Solved Rate
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Saving
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New WAL
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Discount Rate
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Spread / SONIA
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Target Dirty
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Barclays MtM
New Dirty Price
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10% Test
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| # | Date | Days | Balance | Coupon | Principal | Total CF | DF | PV |
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bps
bps
Original Rate
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Unchanged
Tap (New Lending)
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New WAL
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Barclays Dirty
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Purchase price
Restructured Dirty
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10% Test
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Implied Spread (New)
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on new tranche
PWLB Comparison
1yr PWLB Saving
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vs 1yr rolling PWLB
Lifetime PWLB Saving
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undiscounted
PV PWLB Saving
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discounted at PWLB long
| # | Date | Days | Balance | Coupon | Principal | Total CF | DF | PV |
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