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Elements of structured finance /
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-...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; New York :
Oxford University Press,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.