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.
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Sylvain Raynes and Ann Rutledge are the Founding Principles of R & R Consulting, a structured finance consultancy dedicated to advising issuers, investors, intermediaries, non-profit corporations, and regulatory bodies in credit risk management and structured financial techniques using fine-grained analytical methods. In July 2001, their paper "Measures of Credit Losses: A Precise Method for Calculating Risk-adjusted Return on capital" was selected for presentation by the IAFE.
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Hardback. Condición: Good. 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. Nº de ref. del artículo: 00102516719
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Librería: ThriftBooks-Atlanta, AUSTELL, GA, Estados Unidos de America
Hardcover. Condición: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Nº de ref. del artículo: G0195152735I4N00
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Librería: HPB-Red, Dallas, TX, Estados Unidos de America
hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_468532527
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Librería: World of Books Inc, Montgomery, IL, Estados Unidos de America
Hardback. Condición: Good. 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. Nº de ref. del artículo: CIN0195152735G
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Librería: Sequitur Books, Boonsboro, MD, Estados Unidos de America
Hardcover. Condición: As New. Inscribed by both authors. Clean, unmarked pages. Good binding and cover. Hardcover and dust jacket. Ships daily. Signed. Nº de ref. del artículo: 81260070
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Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
hardcover. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-0195152735
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Librería: The Book Spot, North Branch, MN, Estados Unidos de America
Hardcover. Condición: New. Nº de ref. del artículo: Abebooks53930
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Librería: Brook Bookstore On Demand, Napoli, NA, Italia
Condición: new. Questo è un articolo print on demand. Nº de ref. del artículo: c1a7e4baae9c61ff6e7459e878aadc4c
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 1777512-n
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 1777512-n
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