05469nam 2200757 a 450 991101878990332120200520144314.097866113818209781119197836111919783X978128138182812813818299780470369234047036923X(CKB)1000000000535852(EBL)353447(OCoLC)236190124(SSID)ssj0000252720(PQKBManifestationID)11217036(PQKBTitleCode)TC0000252720(PQKBWorkID)10185348(PQKB)10067204(MiAaPQ)EBC353447(CaSebORM)9780470129852(OCoLC)793359337(OCoLC)ocn793359337 (Perlego)2776293(EXLCZ)99100000000053585220080624d2008 uy 0engur|n|---|||||txtccrStructured products and related credit derivatives a comprehensive guide for investors /Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi1st editionHoboken, N.J. Wileyc20081 online resource (545 p.)Frank J. Fabozzi seriesDescription based upon print version of record.9780470129852 0470129859 Includes bibliographical references and index.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 ABSChapter 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; STRUCTURAL CONSIDERATIONS; ASSET-BACKED CREDIT DEFAULT SWAPS; ABX.HE INDEX; SUMMARY; Chapter 4: Credit Card ABS; CREDIT CARD SECURITIZATION BACKGROUND; CREDIT CARD ABS STRUCTURES; SUMMARYChapter 5: Auto Asset-Backed SecuritiesISSUANCE; STRUCTURE; ISSUER COLLATERAL PROFILE; COLLATERAL PERFORMANCE; DELINQUENCY AND LOSS RATES; VALUATION; AUTO LEASES; SUMMARY; Chapter 6: Student Loan ABS; BACKGROUND; TYPES OF LOANS; LOAN STATUS; INTEREST RATES; PREPAYMENTS; ISSUANCE; TYPICAL BOND STRUCTURES; RISKS; CHARACTERISTICS OF STUDENT LOAN ABS; SUMMARY; Chapter 7: Small Business Loan ABS; SMALL BUSINESS ADMINISTRATION; SBA 7(a) LOAN GUARANTEE PROGRAM; SBA 7(a) LOAN CHARACTERISTICS; SECURITIZATION OF UNGUARANTEED PORTIONS OF SBA 7(a) LOANSSECURITIZATION OF CONVENTIONAL SMALL BUSINESS LOANSSMALL BUSINESS LOAN LOSS PERFORMANCE ON SBA 7(a) LOANS-BANCLAB LLC DATA; SUMMARY; Chapter 8: Valuation of Subprime ABS Credit Default Swaps; CREDIT DEFAULT SWAPS; PAY-AS-YOU-GO CDS STRUCTURE FOR SUBPRIME ABS; INTEREST SHORTFALL CONSIDERATIONS; STEPPING UP; PHYSICAL SETTLEMENT; HEDGING WITH CREDIT DEFAULT SWAPS; ZERO MONEY DOWN!; CDS PRICES VERSUS CASH BOND PRICES; PRICING WHEN THE CDS SPREAD EQUALS THE REFERENCE COUPON SPREAD; HEDGING WITH NO MONEY DOWN; THE VALUE OF SCENARIO ANALYSIS; HOW ARE MORTGAGE POOL SCENARIOS CREATED?; SUMMARYSection III: Collateralized Debt ObligationsChapter 9: Basics of CDOs; A BRIEF HISTORY OF CDOs; CDO BASICS; PARTICIPANTS IN A CDO TRANSACTION; CDO PURPOSES; CDO STRUCTURES; CDO LIFE CYCLE; EMBEDDED CALLS; COVERAGE TESTS; SPECIAL TRIGGERS: PAR PRESERVATION AND TURBO FEATURES; CASH FLOW CDO WATERFALL; QUALITY TESTS; SPECIAL RIGHTS FOR THE CONTROLLING CLASS; CDO CASH SOURCES AND USES; CDO TRUTHS, HALF-TRUTHS, AND MYTHS; Chapter 10: CDOs by Asset Type; CONSTRUCTING THE CDO PORTFOLIO; COLLATERALIZED LOAN OBLIGATIONS AND SPECULATIVE-GRADE CORPORATE COLLATERAL; LEVERAGED LOANS AS COLLATERALABS CDOsFilled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.Frank J. Fabozzi series.Structured notes (Securities)Credit derivativesStructured notes (Securities)Credit derivatives.332.632044Lancaster Brian P1838361Schultz Glenn M902640Fabozzi Frank J109596MiAaPQMiAaPQMiAaPQBOOK9911018789903321Structured products and related credit derivatives4417325UNINA