LEADER 01213nam--2200397---450- 001 990001237530203316 005 20090604131224.0 010 $a0-7619-8760-6 035 $a000123753 035 $aUSA01000123753 035 $a(ALEPH)000123753USA01 035 $a000123753 100 $a20031104d2002----km-y0enga50------ba 101 $aeng 102 $aUS 105 $ay---z---001yy 200 1 $aHow do judges decide?$e<> search for fairness and justice in punishment$fCassia C. Spohn 210 $aThousand Oaks [etc.]$cSage publications$d2002 215 $aXII, 339 p.$d23 cm 410 0$12001 454 1$12001 461 1$1001-------$12001 606 0 $aSentenze$yStati Uniti d'America 676 $a345.73077 700 1$aSPOHN,$bCassia c.$0556642 801 0$aIT$bsalbc$gISBD 912 $a990001237530203316 951 $aXXVI.2.D 46 8IG XXI 686)$b11320 G.$cXXVI.2.D 46 (IG XXI)$d00087577 959 $aBK 969 $aGIU 979 $aMARIA$b10$c20031104$lUSA01$h1216 979 $aPATRY$b90$c20040406$lUSA01$h1728 979 $aFIORELLA$b90$c20041019$lUSA01$h1257 979 $aRSIAV5$b90$c20090604$lUSA01$h1312 996 $aHow do judges decide$9987463 997 $aUNISA LEADER 05510nam 2200709Ia 450 001 9910828521503321 005 20251116164305.0 010 $a1-119-97381-3 010 $a1-283-40514-8 010 $a9786613405142 010 $a1-119-97793-2 035 $a(CKB)2550000000064708 035 $a(EBL)699377 035 $a(OCoLC)778356642 035 $a(SSID)ssj0000621970 035 $a(PQKBManifestationID)11385796 035 $a(PQKBTitleCode)TC0000621970 035 $a(PQKBWorkID)10637438 035 $a(PQKB)10169531 035 $a(OCoLC)764689249 035 $a(MiAaPQ)EBC699377 035 $a(CaSebORM)9780470662120 035 $a(Au-PeEL)EBL699377 035 $a(CaPaEBR)ebr10510662 035 $a(CaONFJC)MIL340514 035 $a(EXLCZ)992550000000064708 100 $a20100813d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aSecuritisation and structured finance post credit crunch $ea best practice deal lifecycle guide /$fby Markus Krebsz 205 $a2nd ed. 210 $aChichester, West Sussex $cWiley$d2011 215 $a1 online resource (477 p.) 225 1 $aThe Wiley Finance Series ;$vv.586 300 $aIncludes index. 311 08$a0-470-71391-7 320 $aIncludes bibliographical references (p. [433]-434) and index. 327 $aSecuritization and Structured Finance Post Credit Crunch; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Setting the scene: About this book; 1.2 Diagrammatical overview of deal lifecycle stages; 1.3 Role-based roadmap to the book; PART I THE CREDIT CRISIS AND BEYOND; 2 Looking back: What went wrong?; 2.1 Overview; 2.2 Data, disclosure, and standardization; 2.3 Paper reports; 2.4 Electronic reports; 2.5 Data feeds; 2.6 Definitions; 2.7 Reporting standards; 2.8 Underwriting standards; 2.9 Due diligence; 2.10 Deal motives; 2.11 Arbitrage; 2.12 Rating shopping 327 $a2.13 Overreliance on credit ratings2.14 Models, assumptions, and black boxes; 2.15 Proprietary analysis; 2.16 Risk management and risk mitigants; 2.17 Senior management awareness; 2.18 Lack of drilldown capability and group-wide controls; 2.19 Mark to market, mark to model, and pricing of illiquid bonds; 2.20 Government salvage schemes: What's next?; 2.21 Re-REMICS: Private vs. public ratings; 2.22 Conclusion; 3 Looking ahead: What has happened since?; 3.1 Current initiatives: An overview; 4 Sound practice principles; 4.1 Data; 4.2 Definitions; 4.3 Standards; 4.4 Investor focused 327 $a4.5 Motivation and deal drivers4.6 Analysis; PART II DEAL LIFECYCLE; 5 Strategy and feasibility; 5.1 Strategic considerations; 5.2 Key signs for securitization; 5.3 Deal structure type; 5.4 Asset classes; 5.5 Private issuance, public issuance, or conduit financing; 5.6 Credit enhancement and pricing; 5.7 Asset readiness and feasibility studies; 5.8 Documentation review; 5.9 Target portfolio and deal economics; 5.10 Indicative rating agency and financial modeling; 5.11 Ratings models; 5.12 Rating methodologies; 6 Pre close; 6.1 Typical execution timing; 6.2 Execution resources 327 $a6.3 Transaction counterparties6.4 Transaction documents; 6.5 Deal configuration; 7 At close; 7.1 Deal documents, marketing, and roadshow; 7.2 Pre-sale report; 7.3 Deal pricing and close; 7.4 New-issuance reports; 8 Post close; 8.1 Servicing and reporting; 8.2 Deal performance measurement; 8.3 The performance analytics process; 8.4 Deal redemption; PART III TOOLBOX; 9 Understanding complex transactions; 9.1 Structure diagrams; 9.2 Analytical capabilities; 9.3 The risk of overreliance on ratings; 9.4 Analytical roadmap; 10 Data; 10.1 The ''meaning'' of data; 10.2 Static information 327 $a10.3 Dynamic data points10.4 Data providers; PART IV ANALYTICAL TOOLS; 11 Vendors; 12 ABSXchange; 12.1 Introduction; 12.2 Performance data; 12.3 Pool performance; 12.4 Portfolio monitoring; 12.5 Creating benchmark indexes; 12.6 Cash flow analytics; 12.7 Single-bond cash flow analysis; 12.8 Single cash flow projection results; 12.9 Advanced functionality; 13 Bloomberg; 14 CapitalTrack; 14.1 Changing the data model used for structured finance instrument administration; 14.2 The big fly in the ointment; 14.3 CapitalTrack-the new model; 15 Fitch Solutions; 15.1 Products and services 327 $a15.2 Research services 330 $aStructured bonds are often viewed as complex and opaque, and participants in the securitization and structured finance markets have traditionally had a narrow focus on a specific part of the securitization value chain. However, in the post credit crunch environment, the market is more regulated, standardized, transparent, and better structured with closer-aligned and more balanced incentives for all participants, more focus on investors and improved comprehension of these bond instruments. In order for the market to succeed, it is vital that all participants take a broader view and understand 410 0$aWiley finance series. 606 $aAsset-backed financing 606 $aCorporations$xFinance 615 0$aAsset-backed financing. 615 0$aCorporations$xFinance. 676 $a332.6 676 $a332.632 700 $aKrebsz$b Markus$01647620 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910828521503321 996 $aSecuritisation and structured finance post credit crunch$93995295 997 $aUNINA