Collateral Pool ModelFree Financial Model Download

This collateral pool model values a warehouse-financed consumer loan portfolio and measures equity returns after credit losses, funding costs, and operating expenses. It models a $140M pool of unsecured consumer loans funded by $98M of warehouse debt at 8.5% (SOFR plus 400 bps) and $42M of equity haircut. The pool generates interest income at a 20% weighted average coupon (WAC), prepayments at 15% annual CPR, and defaults at 7% CDR with 70% loss severity. After funding costs, servicing fees, and net credit losses, the model projects equity IRR, MOIC, and net yield metrics across a 7-year runoff period.

The model includes a pool schedule showing the principal balance roll-forward (opening, scheduled repayments, prepayments, defaults, closing); a credit performance sheet tracking monthly CDR, CPR, delinquency, and recoveries with a 12-month recovery lag; a funding schedule showing warehouse debt drawdown and repayment mechanics; operating cost sections for servicing fees, trustee fees, and G&A; and a three-section cash flow statement separating operating (interest and fees), investing (principal collections and pool acquisition), and financing activities (equity contribution and warehouse movements).

This model is used by alternative credit funds, specialty lenders, and fintech originators evaluating warehouse financing capacity, exit returns, and covenant headroom. It is particularly valuable for teams managing loan-backed securitisations or warehouse facilities where advance rate and OC ratio covenants drive borrowing capacity.