The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation - Tapa dura

Raynes, Sylvain; Rutledge, Ann

 
9780195152739: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
Tapa dura
ISBN 10: 0195152735 ISBN 13: 9780195152739
Editorial: OUP USA, 2003

Sinopsis

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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Acerca del autor

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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Editorial
OUP USA
Año de publicación
2003
Idioma
Inglés
ISBN 10 
0195152735
ISBN 13 
9780195152739
Encuadernación
Tapa dura
Número de páginas
464
Contacto del fabricante
Oxford University Press
https://corp.oup.com/

WMF Platz 1
Geislingen/Steige
Baden-W?rttemberg
73312
Alemania

Otras ediciones populares con el mismo título

9780198034834: Analysis of Structured Securities

Edición Destacada

ISBN 10:  0198034830 ISBN 13:  9780198034834
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