Equity & Debt Summary Intro Equity Debt: MM Debt: CM Intro - - PDF document

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Equity & Debt Summary Intro Equity Debt: MM Debt: CM Intro - - PDF document

Equity & Debt Summary Intro Equity Debt: MM Debt: CM Intro Equity & Debt Asset = E + L Debt Funding Investm CM MM Own Money Disc Int Disc Int Shares Retained earnings Script Dividends Risk of


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SLIDE 1

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Equity & Debt Summary

Intro Equity Debt: MM Debt: CM

Intro Equity & Debt

Asset = E + L

Investm Funding

Risk of debt funding (vs. Equity) Shares Retained earnings Script Dividends

Own Money Debt MM CM Disc Int Disc Int

Risk of debt investment (vs. Equity)

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SLIDE 2

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Equity

Share types Ordinary Prefs N-shares Other equity related securities Valuation P/E or EY DY Gordon Model

Equity

Gordon Valuation

Expected P = (COE – Expected DPS% Growth) = Risk free rate + β x (Equity Mkt Risk Premium)

% Return Risk free = 10%

Next DPS

Equity return in general = 17% = COE in general

Equity Risk Premium = 17% - 10% = 7%

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SLIDE 3

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Debt: MM

Classification

MM Retail Wholesale Discount

  • Int. rate

Disc ≈ salary cut (e.g. 10%)

R9010/90 x 100 = 11.1%

  • Disc. Rate on FV vs. int. rate on PV

TB PN NCD Repo

Debt: MM (TB)

SARB ABSA TB Cash MM UT TB Cash

TB calcs

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SLIDE 4

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Debt: MM (NCD)

John Sue Investec House Cash Cash Cash MM UT NCD

MM works on TRUST NCD calcs

Debt: MM (Repo)

SARB ABSA Cash + Int ABSA SARB Bonds Bonds Cash Today +1 Week

Repo vs. BsB

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SLIDE 5

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Debt: CM

Classification

CM Disc Int

Fi – Inverse Relationship yield vs. value

Fl Fi

10% =

R1 mil

100 000

10% Coupon

20% =

R500 000

100 000

CM – role in economy

Debt: CM

Secondary Mkt Yields on RSA Gvt Bonds (10 yrs & +) The above are viewed as (credit) risk free yields, used to price

  • ther asset classes (e.g. equity at ± 6% premium in LT)
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SLIDE 6

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Debt: CM

Some terminology e.g. R186 Face value Coupon rate, amounts

21/12/15 R52 500 21/06/16 Listed 1/04/98 Maturity 21/12/26 R52 500 R1 mil + R52 500 We are here

Par, discount, premium bonds (Ex. 8)

R186 is……….?

Settlement LDR, Cum, Ex Int Pricing – Too advanced (need certain parameters)

e.g. AIP = R103.6652214%

CM: Securitisation

Make non-tradable assets tradable securities

FNB SPV Home loans Cash Investors CM Securities Cash

US Fin Crises US sub prime home owner

US Bank

Pay?