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010   $a1-283-61244-5
010   $a9786613924896
010   $a3-642-29721-8
024 7 $a10.1007/978-3-642-29721-2
035   $a(CKB)2670000000253898
035   $a(EBL)972510
035   $a(OCoLC)810144366
035   $a(SSID)ssj0000767158
035   $a(PQKBManifestationID)11442132
035   $a(PQKBTitleCode)TC0000767158
035   $a(PQKBWorkID)10733013
035   $a(PQKB)10670108
035   $a(DE-He213)978-3-642-29721-2
035   $a(MiAaPQ)EBC972510
035   $a(PPN)16831519X
035   $a(EXLCZ)992670000000253898
100   $a20120531d2013      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aQuantitative assessment of securitisation deals /$fFrancesca Campolongo, Henrik Jonsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao
205   $a1st ed. 2013.
210   $aNew York $cSpringer$d2013
215   $a1 online resource (122 p.)
225  0$aSpringerBriefs in finance,$x2193-1720
300   $aDescription based upon print version of record.
311   $a3-642-29720-X 
320   $aIncludes bibliographical references and index.
327   $apt. 1. Introduction -- pt. 2.  Modelling defaults and prepayments -- pt. 3. Model risk and parameter sensitivity -- pt. 4. Summary and conclusions.
330   $aThe book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.
410  0$aSpringerBriefs in Finance,$x2193-1720
606   $aSecurities
606   $aSecurities industry$xRisk management
615  0$aSecurities.
615  0$aSecurities industry$xRisk management.
676   $a332.63/2
700   $aCampolongo$b Francesca$01064752
701   $aJonsson$b Henrik$01757780
701   $aSchoutens$b Wim$0536902
701   $aPeshkoff$b Anneli$01757781
701   $aBichisao$b Guido$01757782
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910437877403321
996   $aQuantitative assessment of securitisation deals$94195745
997   $aUNINA