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Introduction to securitization.

FABOZZI Frank J. ; KOTHARI Vinod

WILEY

2008

366

134.62-FABOZ

TITRISATION ; MARCHE DES CAPITAUX ; MARCHE HYPOTHECAIRE ; MARCHE DERIVE


Exemplaires

Nbre d'exemplaires : 2
Cote Code barre Commentaire
1 [disponible]
2 [disponible]

ISBN 13 : 978-0-470-37190-9

Sommaire :
Preface
About the Authors
Part One Background
Chapter 1 Introduction
Chapter 2 Issuer Motivation for Securitizing Assets and the Goals of Structuring

Part Two Structuring ABS Transactions
Chapter 3 Structuring Agency MBS Deals
Chapter 4 Structuring Nonagency Deals
Chapter 5 Credit Enhancements
Chapter 6 Use of Interest Rate Derivatives in Securitization Transactions
Chapter 7 Operational Issues in Securitization

Part Three Review of ABS Collateral
Chapter 8 Collateral Classes in ABS: Retail Loans
Chapter 9 Asset-Backed Commercial Paper Conduits and Other Structured Vehicles
Chapter 10 Securitization of Future Cash Flows: Future Revenues, Operating Revenues, and Insurance Profits

Part Four Collateralized Debt Obligations
Chapter 11 Introduction to Collateralized Debt Obligations
Chapter 12 Types of Collateralized Debt Obligations
Chapter 13 Structuring and Analysis of CDOs

Part Five Implications for Financial Markets
Chapter 14 Benefits of Securitization to Financial Markets and Economies
Chapter 15 Concerns with Securitization's Impact on Financial Markets and Economies
Appendix A Basics of Credit Derivatives
Elements of a Credit Derivative Transaction
Bilateral Deals and Capital Market Deals
Reference Asset or Portfolio
Structured Portfolio Trade
Types of Credit Derivatives
Appendix B Valuing Mortgage-Backed and Asset-Backed Securities
Cash Flow Yield Analysis
Zero-Volatility Spread
Valuation Using Monte Carlo Simulation and OAS Analysis
Measuring Interest Risk
References
Index

Langue : Anglais

Collection : THE FRANK J. FABOZZI SERIES

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque

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