The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
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- Synopsis
- 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.
- Copyright:
- 2003
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780199882366
- Related ISBNs:
- 9780198034834, 9780195152739
- Publisher:
- Oxford University Press
- Date of Addition:
- 06/17/23
- Copyrighted By:
- Oxford University Press, Inc.
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.