LEADER 05309nam 2200685 a 450 001 9910829833103321 005 20170810184531.0 010 $a1-119-19783-X 010 $a1-281-38182-9 010 $a9786611381820 010 $a0-470-36923-X 035 $a(CKB)1000000000535852 035 $a(EBL)353447 035 $a(OCoLC)236190124 035 $a(SSID)ssj0000252720 035 $a(PQKBManifestationID)11217036 035 $a(PQKBTitleCode)TC0000252720 035 $a(PQKBWorkID)10185348 035 $a(PQKB)10067204 035 $a(MiAaPQ)EBC353447 035 $a(CaSebORM)9780470129852 035 $a(EXLCZ)991000000000535852 100 $a20080624d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStructured products and related credit derivatives$b[electronic resource] $ea comprehensive guide for investors /$fBrian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi 205 $a1st edition 210 $aHoboken, N.J. $cWiley$dc2008 215 $a1 online resource (545 p.) 225 1 $aFrank J. Fabozzi series 300 $aDescription based upon print version of record. 311 $a0-470-12985-9 320 $aIncludes bibliographical references and index. 327 $aStructured 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 327 $aChapter 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; SUMMARY 327 $aChapter 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) LOANS 327 $aSECURITIZATION 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?; SUMMARY 327 $aSection 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 COLLATERAL 327 $aABS CDOs 330 $aFilled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market. 410 0$aFrank J. Fabozzi series. 606 $aStructured notes (Securities) 606 $aCredit derivatives 615 0$aStructured notes (Securities) 615 0$aCredit derivatives. 676 $a332.632044 676 $a332.6457 700 $aLancaster$b Brian P$01643861 701 $aSchultz$b Glenn M$0902640 701 $aFabozzi$b Frank J$0109596 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910829833103321 996 $aStructured products and related credit derivatives$93989367 997 $aUNINA