Modeling Revolving Period Structures

Builds revolving securitization models with replenishment criteria, early amortization triggers, and portfolio composition limits for credit card ABS, trade receivables, auto dealer floorplan, and similar asset classes with continuous origination.

When To Use

• Modeling a revolving master trust or standalone revolving securitization (e.g., credit card ABS, trade receivable conduits)
• Evaluating asset purchase criteria and eligibility requirements during deal structuring
• Testing early amortization triggers and their impact on tranche cash flows
• Analyzing portfolio composition limits (concentration caps, seasoning floors, yield thresholds)
• Stress-testing replenishment assumptions under adverse scenarios (rising defaults, declining origination volume)

Inputs To Gather