Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
Frank J. Fabozzi, PhD, CFA, CPA, is Professor in the Practice of Finance at Yale University's School of Management, Editor of the Journal of Portfolio Management, and Associate Editor of the Journal of Structured Finance and the Journal of Fixed Income.
Vinod Kothari, chartered accountant, is an author, trainer, and consultant on securitization, asset-based finance, credit derivatives, and derivatives accounting. Kothari is a visiting faculty member at the Indian Institute of Management, where he teaches structured finance.
Preface | |
About the Authors | |
Background | |
Introduction | |
Issuer Motivation for Securitizing Assets and the Goals of Securitizing | |
Structuring ABS Transactions | |
Structuring Agency MBS Deals | |
Structuring Nonagency Deals | |
Credit Enhancements | |
Use of Interest rate Derivatives in Securitization Transactions | |
Operational Issues in Securitization | |
Review of ABS Collateral | |
Collateral Classes in ABS: retail Loans | |
Asset-Backed Commercial Paper Conduits and Other Structured Vehicles | |
Securitization of Future Cash Flows:Future Revenues, Operating Revenues, and Insurance Profits | |
Collateralized Debt Obligations | |
Introduction to Collateralized Debt Obligations | |
Types of Collateralized Debt Obligations | |
Structuring and Analysis of CDOs | |
Implications for Financial Markets | |
Benefits of Securitization to Financial Markets and Economies | |
Concerns with Securitization's Impact on Financial Markets and Economies | |
Basics of Credit Derivatives | |
Valuing Mortgage-Backed and Asset-Backed Securities | |
References | |
Index | |
Table of Contents provided by Publisher. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.