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Record Nr. |
UNINA9910829833103321 |
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Autore |
Lancaster Brian P |
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Titolo |
Structured products and related credit derivatives [[electronic resource] ] : a comprehensive guide for investors / / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley, c2008 |
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ISBN |
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1-119-19783-X |
1-281-38182-9 |
9786611381820 |
0-470-36923-X |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (545 p.) |
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Collana |
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Altri autori (Persone) |
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SchultzGlenn M |
FabozziFrank J |
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Disciplina |
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Soggetti |
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Structured notes (Securities) |
Credit derivatives |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors; Contents; Foreword; Acknowledgments; About the Editors; Contributing Authors; Section I: Background; Chapter 1: Introduction; Chapter 2: Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles; STRUCTURED FINANCE OPERATING COMPANY DEFINED; TYPES OF STUCTURED FINANCE OPERATING COMPANIES; STRUCTURED INVESTMENT VEHICLES; SLVs AND HYBRID SLVs; THE RISK HISTORY OF SFOCs TO 2006; THE 2007 LIQUIDITY CRISIS; CONCLUSION; Section II: Consumer ABS |
Chapter 3: Residential Asset-Backed SecuritiesOVERVIEW OF THE MARKET; COLLATERAL PERFORMANCE; VOLUNTARY REPAYMENT; ADJUSTABLE RATE REPAYMENT ANALYSIS; INTEREST-ONLY REPAYMENT ANALYSIS; FIXED RATE REPAYMENT ANALYSIS; OTHER FACTORS INFLUENCING VOLUNTARY REPAYMENT; COLLATERAL CREDIT PERFORMANCE; INVOLUNTARY REPAYMENT (DEFAULT); OTHER FACTORS INFLUENCING INVOLUNTARY REPAYMENT RATES; |
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