Structured Products and Related Credit Derivatives : A Comprehensive Guide for Investors

by Brian P. Lancaster; Glenn M. Schultz; Frank J. Fabozzi (School of Management, Yale Univ.)

• ISBN13: 9780470369234
• ISBN10: 047036923X
• Format: eBook
• Copyright: 2008-06-01
• Publisher: Wiley

Summary

New structured asset products are continuously being introduced into the market. That's why it's necessary for experienced and aspiring investment professionals to educate themselves on these products. Structured Products and Related Credit Derivatives can help readers achieve this goal. The contributors provide an in-depth account of the different types of ABS, such as residential, credit card, auto, and ABS credit derivatives. They also address the CDO market by offering readers all the best information for understanding CDOs, CDO equity, middle market CDOs, and commercial real estate. Structured Products and Related Credit Derivatives concludes with a detailed discussion of commercial ABS, including aircraft securitization and triple X securitization.

Table of Contents

Foreword

Acknowledgments

About the Editors

Contributing Authors

Background.

Introduction

Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles

Consumer ABS.

Residential Asset-Backed Securities

Credit Card ABS

Auto Asset-Backed Securities

Student Loan ABS

Small Business Loan ABS

Valuation of Subprime ABS Credit Default Swaps

Collateralized Debt Obligations.

Basics of Cods

CDOs by Asset Type

Credit Derivatives and Synthetic CDOs

CDO Performance

CDO Equity

Commercial Real Waste.

Commercial Mortgage-Backed Securities

Understanding Managed CRE CDOs

Synthetic CRE CDOs

European Commercial Real Estate CDOs

Government National Mortgage Association Multifamily Deals

Commercial ABS.

Aircraft-Backed Debt Securities

Intermodal Equipment Securitization

Life Insurance Reserve Securitization

Index

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