Introduction to securitization

Introduction to securitization

Fabozzi, Frank J.

71,83 €(IVA inc.)

INDICE: Preface. About the Authors. Part One. Background. Chapter 1. Introduction. Chapter 2. Issuer Motivation for Securitizing Assets and the Goals of Securitizing. 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 and Operating 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 Securitizations Impact on Financial Markets and Economies. Appendix A. Basics of Credit Derivatives. Appendix B. Valuing Mortgage-Backed and Asset-Backed Securities. References. Index.

  • ISBN: 978-0-470-37190-9
  • Editorial: John Wiley & Sons
  • Encuadernacion: Cartoné
  • Páginas: 368
  • Fecha Publicación: 23/07/2008
  • Nº Volúmenes: 1
  • Idioma: Inglés