The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive
guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease
securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.
- ISBN:
- 9780195152739
- 9780195152739
-
Category:
- Investment & securities
- Format:
- Hardback
- Publication Date:
-
23-10-2003
- Language:
- English
- Publisher:
- Oxford University Press Inc
- Country of origin:
- United States
- Pages:
- 464
- Dimensions (mm):
- 239x165x26mm
- Weight:
- 0.79kg
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