LEADER 04834nam 2200649 a 450 001 9910455921803321 005 20200520144314.0 010 $a1-280-34587-X 010 $a9786610345878 010 $a0-471-66207-0 035 $a(CKB)111087027138970 035 $a(EBL)468854 035 $a(OCoLC)54712778 035 $a(SSID)ssj0000167518 035 $a(PQKBManifestationID)11177160 035 $a(PQKBTitleCode)TC0000167518 035 $a(PQKBWorkID)10177321 035 $a(PQKB)10090175 035 $a(OCoLC)ocm53393024 035 $a(MiAaPQ)EBC468854 035 $a(Au-PeEL)EBL468854 035 $a(CaPaEBR)ebr10114121 035 $a(CaONFJC)MIL34587 035 $a(EXLCZ)99111087027138970 100 $a20040507d2004 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe handbook of European structured financial products$b[electronic resource] /$fFrank J. Fabozzi, Moorad Choudhry, editors 210 $aHoboken, NJ $cWiley$dc2004 215 $a1 online resource (802 p.) 225 1 $aThe Frank J. Fabozzi series 300 $aDescription based upon print version of record. 311 $a0-471-48415-6 320 $aIncludes bibliographical references and index. 327 $aThe Handbook of European Structured Financial Products; Contents; About the Editors; Contributing Authors; PART ONE Structured Finance and Securitisation; CHAPTER 1 Introduction; CHAPTER 2 The Concept of Securitisation; CHAPTER 3 Mechanics of Securitisation; CHAPTER 4 Credit Derivatives Primer; CHAPTER 5 True Sale versus Synthetics for MBS Transactions: The Investor Perspective; CHAPTER 6 A Framework for Evaluating a Cash ("True Sale") versus Synthetic Securitisation; CHAPTER 7 Assessing Subordinated Tranches in ABS Capital Structure; CHAPTER 8 Key Consideration for Master Trust Structures 327 $aCHAPTER 9 Trust and Agency Services in the Debt Capital Markets PART TWO Asset-Backed Securities; CHAPTER 10 European Credit Card ABS; CHAPTER 11 European Auto and Consumer Loan ABS; CHAPTER 12 European Public Sector Securitisations; CHAPTER 13 Italian Lease-Backed Securities; CHAPTER 14 European Mezzanine Loan Securitisations; CHAPTER 15 Stock Securitisations; CHAPTER 16 Rating Trade Receivables Transactions; CHAPTER 17 Moody's Approach to Analysing Consumer Loan Securitisations; CHAPTER 18 Nonperforming Loan Securitisation and Moody's Rating Methodology 327 $aPART THREE Whole Business Securitisation CHAPTER 19 Whole Business Securitisation; CHAPTER 20 Principles for Analysing Corporate Securitisations; CHAPTER 21 Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations; CHAPTER 22 Credit Analysis of Whole Business Securitisations; CHAPTER 23 Securitisation of UK Pubs; PART FOUR Mortgage-Backed Securities; CHAPTER 24 European Residential Mortgage-Backed Securities; CHAPTER 25 Italian Residential Mortgage-Backed Securities; CHAPTER 26 European Commercial Mortgage-Backed Securities; CHAPTER 27 Rating Approach to European CMBS 327 $aCHAPTER 28 Differentiating CMBS from Other Real Estate Securitised Financings CHAPTER 29 The German Pfandbrief and European Covered Bonds Market; PART FIVE Collateralised Debt Obligations; CHAPTER 30 Structured Credit: Cash Flow and Synthetic CDOs; CHAPTER 31 Single-Tranche Synthetic CDOs; CHAPTER 32 Rating Methodology for Collateralised Debt Obligations; CHAPTER 33 CLOs and CBOs for Project Finance Debt: Rating Considerations; CHAPTER 34 Independent Pricing of Synthetic CDOs; PART SIX Credit-Linked Notes and Repacks; CHAPTER 35 Credit-Linked Notes 327 $aCHAPTER 36 Structured Credit Products and Repackaged Securities INDEX 330 $aThe first comprehensive account of the European structured financial products market This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more.Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in 410 0$aFrank J. Fabozzi series. 606 $aAsset-backed financing$zEurope 608 $aElectronic books. 615 0$aAsset-backed financing 676 $a332.632094 701 $aFabozzi$b Frank J$0109596 701 $aChoudhry$b Moorad$0151558 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910455921803321 996 $aHandbook of european structured financial products$9670512 997 $aUNINA