| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910455887803321 |
|
|
Autore |
Deacon John <1969-> |
|
|
Titolo |
Global securitisation and CDOs [[electronic resource] /] / John Deacon |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Chichester, England ; ; Hoboken, NJ, : Wiley, 2004 |
|
|
|
|
|
|
|
ISBN |
|
1-280-27258-9 |
9786610272587 |
0-470-87053-2 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (690 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Asset-backed financing |
Debt |
Electronic books. |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references (p. [657]-658) and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Global Securitisation and CDOs; Contents; Preface; About the Author; 1 Introduction; 1.1 Forms of securitisation; 1.2 Rationale for securitisation; 1.3 Global ABS markets; 2 Rating and Credit Structure; 2.1 Rating agencies; 2.2 Credit enhancement and liquidity; 2.3 Hedging and prepayment risk; 3 Deal Structure; 3.1 Ring-fencing and true sale; 3.2 SPVs and trusts; 3.3 Offshore centres; 3.4 Commonly used offshore jurisdictions; 3.5 Bonds and CP funding; 3.6 Securities laws; 3.7 US securities laws; 3.8 UK securities laws; 3.9 EU securities laws; 3.10 Tax treatment; 3.11 Accounting treatment |
3.12 Capital treatment 3.13 Data and consumer regulation; 3.14 Regulatory approvals; 3.15 Administration and systems; 4 Investor Concerns; 4.1 Investor credit analysis; 4.2 Eligibility criteria; 4.3 Cash flow waterfall; 4.4 Bond pricing and valuation; 4.5 Performance and reporting; 5 Asset Classes; 5.1 ABS: Commercial and EETCs; 5.2 ABS: Consumer and credit cards; 5.3 Collateralised debt obligations; 5.4 Commercial mortgage-backed securities; 5.5 Covered bonds and Pfandbriefe; 5.6 Future flows; 5.7 Non-performing loans; 5.8 Real estate investment trusts; 5.9 Repackagings |
5.10 Residential mortgage-backed securities 5.11 Trade receivables; 5.12 Whole business securitisation; 6 Opportunities and Challenges; |
|
|
|
|
|
|
|
|
|
|
|
6.1 Introduction; 6.2 Significance of accounting and capital off-balance-sheet reform; 6.3 New Basel Accord; 7 Synthetics and Credit Derivatives; 7.1 Synthetic securitisation: Credit derivatives; 7.2 Super-senior pieces; 7.3 Pros and cons of synthetic securitisations for investors; 7.4 Terminology and types of credit derivative; 7.5 Use and pricing for credit derivatives; 7.6 Structure and concerns; 7.7 Regulatory capital advantages of synthetics |
7.8 International capital treatment for credit derivatives 8 Whole Business Securitisation; 8.1 Benefits and requirements of whole business deals; 8.2 Structures; 8.3 Corporate valuation; 8.4 Rating analysis; 8.5 Feasibility in different countries; 8.6 Threats to whole business technology; 9 The European Union; 9.1 Ring-fencing and true sale; 9.2 Securities laws; 9.3 Tax treatment; 9.4 Accounting treatment; 9.5 Capital treatment; 9.6 Data protection/confidentiality; 9.7 Consumer protection; 9.8 Other issues; 10 Accounting for Securitisation; 10.1 US accounting standards |
10.2 UK accounting standards 10.3 International Accounting Standards; 10.4 The influence of the European Union; 11 Capital; 11.1 Banking book; 11.2 Trading book; 11.3 New Basel Accord; 11.4 Basel capital arbitrage; 11.5 Off-balance-sheet treatment under Basel; 11.6 Basel capital treatment and new Basel proposals; 11.7 Capital for banking book exposures; 11.8 Capital for trading book exposures; 12 Global Securitisation Markets; 12.1 Argentina; 12.2 Australia; 12.3 Austria; 12.4 Belgium; 12.5 Bolivia; 12.6 Brazil; 12.7 Canada; 12.8 Chile; 12.9 China; 12.10 Colombia; 12.11 Czech Republic |
12.12 Denmark |
|
|
|
|
|
|
Sommario/riassunto |
|
""This is an essential book for any practitioner, researcher or student of securitisation - concise and accurate coverage of the key aspects of securitisation on all the main and secondary markets of the world.""?Alexander Batchvarov, Managing Director, International Structured Product Strategy, Merrill Lynch, London. ""John Deacon's original book became the leading textbook for those genuinely interested in gaining a profound and detailed understanding of the arcane world of securitisation. The new, updated version confirms John's status as the top writer in this sector. Securitisation |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2. |
Record Nr. |
UNINA9910484113903321 |
|
|
Autore |
Jorges Sven |
|
|
Titolo |
Construction and evolution of code generators : a model-driven and service-oriented approach / / Sven Jorges |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Berlin ; ; New York, : Springer, c2013 |
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Edizione |
[1st ed. 2013.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (XXIV, 246 p. 75 illus.) |
|
|
|
|
|
|
Collana |
|
Lecture notes in computer science, , 0302-9743 ; ; 7747 |
LNCS sublibrary. SL 2, Programming and software engineering |
|
|
|
|
|
|
|
|
Classificazione |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Code generators |
Generators (Computer programs) |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Bibliographic Level Mode of Issuance: Monograph |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
The state of the art in code generation -- Extreme model-driven development and jABC -- The Genesys framework -- Code generators for jABC -- Verification and validation of code generators -- Domain-specific code generators for EMF -- Service-oriented combination of code generation frameworks. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
Automatic code generation is an essential cornerstone of model-driven approaches to software development. Currently, lots of techniques are available that support the specification and implementation of code generators, such as engines based on templates or rule-based transformations. All those techniques have in common that code generators are either directly programmed or described by means of textual specifications. This monograph presents Genesys, a general approach, which advocates the graphical development of code generators for arbitrary source and target languages, on the basis of models and services. In particular, it is designed to support incremental language development on arbitrary metalevels. The use of models allows building code generators in a truly platform-independent and domain-specific way. Furthermore, models are amenable to formal verification methods such as model checking, which increase the reliability and robustness of the code generators. Services enable the reuse and integration of existing code generation frameworks and tools regardless of their complexity, and at the same time manifest as easy- |
|
|
|
|
|
|
|
|
|
|
to-use building blocks which facilitate agile development through quick interchangeability. Both, models and services, are reusable and thus form a growing repository for the fast creation and evolution of code generators. |
|
|
|
|
|
| |