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Securitisation and structured finance post credit crunch [[electronic resource] ] : a best practice deal lifecycle guide / / by Markus Krebsz
| Securitisation and structured finance post credit crunch [[electronic resource] ] : a best practice deal lifecycle guide / / by Markus Krebsz |
| Autore | Krebsz Markus |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (477 p.) |
| Disciplina |
332.6
332.632 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Asset-backed financing
Corporations - Finance |
| ISBN |
1-119-97381-3
1-283-40514-8 9786613405142 1-119-97793-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Securitization 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
2.13 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 4.5 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 6.3 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 10.3 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 15.2 Research services |
| Record Nr. | UNINA-9910139557803321 |
Krebsz Markus
|
||
| Chichester, West Sussex, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Securitisation and structured finance post credit crunch : a best practice deal lifecycle guide / / by Markus Krebsz
| Securitisation and structured finance post credit crunch : a best practice deal lifecycle guide / / by Markus Krebsz |
| Autore | Krebsz Markus |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (477 p.) |
| Disciplina |
332.6
332.632 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Asset-backed financing
Corporations - Finance |
| ISBN |
1-119-97381-3
1-283-40514-8 9786613405142 1-119-97793-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Securitization 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
2.13 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 4.5 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 6.3 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 10.3 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 15.2 Research services |
| Record Nr. | UNINA-9910828521503321 |
|
Krebsz Markus
|
||
| Chichester, West Sussex, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||