Elements of structured finance

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For all but the most credit-worthy companies, it is more efficient to finance large pools of assets that have predictable behavioral characteristics through non-standard arrangements. These off-balance sheet structures allow credit exposures to be tailored to investor risk, asset class, and an ever-increasing diversity of idiosyncratic needs on the part of issuers and investors. The discipline that addresses these structures, which is called structured finance or securitization, is almost twent…

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Title Statements

Full title :Elements of structured finance / Ann Rutledge, Sylvain Raynes.

Summary

Edition Statements

Publication Date:©2010.

Publication Statements

Publisher(s):Oxford University Press
Place of Publication:Oxford
Language:eng
Publication Date:©2010.

The Physical Object

Description:1 online resource (vi, 682 pages) : : illustrations

Edition Identifiers

ISBN:9780199720651, 0199720657, 9786612917660, 6612917660
oclc:ocn692196959
LC Classification:HG101
Dewey Decimal:332

Elements of securitization law -- Elements of securitization accounting -- Deconstructing the corporation: operational issues -- Static structuring analysis: the basic model of debt repackaging -- Piecing the credit together -- Asset side analysis -- Liability side analysis -- Static approaches to revolving mode structured securities -- Simulation and valuation -- Analysis of prepayment-sensitive structured securities / by Nenad Ilincic -- PACs and TACs -- Issues in intermediate cash flow modeling -- Nonlinear convergence technique -- The way of the deal -- Data analysis -- Non-stationary markov chains and cash flows -- Recovery modeling -- Covariance matrix simulation and random numbers -- Assembling the building blocks of the cash flow model -- Liability modeling -- Triggers -- The valuation of structured securities -- Introduction to revolving periods -- Special topics in structured finance -- Epilogue.