Finance & Banking · Quantitative Finance

WaterfallViz: Structured Finance & Securitization Cash Flow Visualizer

Interactive visualizer for understanding asset-backed securitization mechanics. Students design a multi-tranche capital structure for a 500-loan mortgage pool, then stress-test it across five macroeconomic scenarios using a Vasicek single-factor model with adjustable default correlation.

6 rounds Executive English, Español
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Preview

Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 6 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Senior Attachment Point (%)
  • Mezzanine Attachment Point (%)
  • Waterfall Payment Rule
  • Overcollateralization (%)
  • Reserve Fund (%)
  • Default Correlation (ρ)

What participants track

What participants follow on screen as the rounds go by:

  • Mortgage Pool Overview
  • Design Your Capital Structure
  • Tranche Performance Dashboard

Subjects covered

Designed for courses in Quantitative Finance.

  • Structured Finance & Securitization

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