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Biblioteca

MARC Lista (tabellare)
Fannie Mae and Freddie Mac [[electronic resource] ] : analysis of options for revising the housing enterprises' long-term structures : testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate / / statement of William B. Shear
Fannie Mae and Freddie Mac [[electronic resource] ] : analysis of options for revising the housing enterprises' long-term structures : testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate / / statement of William B. Shear
Autore Shear William B
Pubbl/distr/stampa [Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2009]
Descrizione fisica 1 online resource (16 pages)
Collana Testimony
Soggetto topico Mortgage-backed securities
Secondary mortgage market - United States
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Fannie Mae and Freddie Mac
Record Nr. UNINA-9910696903503321
Shear William B  
[Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2009]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fannie Mae and Freddie Mac [[electronic resource] ] : analysis of options for revising the housing enterprises' long-term structures : report to congressional committees / / United States Government Accountability Office
Fannie Mae and Freddie Mac [[electronic resource] ] : analysis of options for revising the housing enterprises' long-term structures : report to congressional committees / / United States Government Accountability Office
Pubbl/distr/stampa [Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2009]
Descrizione fisica 1 online resource (iii, 66 pages) : charts
Soggetto topico Global Financial Crisis, 2008-2009
Mortgage-backed securities
Secondary mortgage market - United States
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Fannie Mae and Freddie Mac
Record Nr. UNINA-9910696990003321
[Washington, D.C.] : , : U.S. Govt. Accountability Office, , [2009]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Investing in mortgage and asset backed securities, + website : financial modeling with r and open source analytics / / Glenn M. Schultz ; foreword by Frank J. Fabozzi
Investing in mortgage and asset backed securities, + website : financial modeling with r and open source analytics / / Glenn M. Schultz ; foreword by Frank J. Fabozzi
Autore Schultz Glenn M.
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2016
Descrizione fisica 1 online resource (419 p.)
Disciplina 332.63/244
Collana Wiley Finance Series
Soggetto topico Mortgage-backed securities
Securities
Investments
ISBN 1-119-22150-1
1-119-22153-6
Classificazione BUS036000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: Foreword iii Acknowledgments v Introduction ix Preface xix Part I Valuation of Fixed Income Securities 1 Chapter 1 The Time Value of Money 3 1.1 Present Value 4 1.2 Future Value 5 1.3 Present Value of an Annuity 6 1.4 Future Value of an Annuity 7 1.5 Solving Financial Questions with Present and Future Value 8 1.6 Application to Fixed Income Securities 9 Chapter 2 Theories of the Term Structure of Interest Rates 11 2.1 The Rational or Pure Expectations Hypothesis 13 2.2 The Market Segmentation Theory 17 2.3 The Liquidity Preference Theory 17 2.4 Modeling the Term Structure of Interest Rates 19 2.5 Application of Spot and Forward Rates 21 Chapter 3 Fixed Income Metrics 27 3.1 Maturity 28 3.2 Yield to Maturity 28 3.3 Weighted Average Life 34 3.4 Duration 36 3.4.1 Macaulay Duration 37 3.4.2 Modified Duration 39 3.5 Convexity 42 3.6 Fisher-Weil Duration and Convexity 45 3.7 Effective Duration 51 3.8 Effective Convexity 53 3.9 Summing the Aforementioned Measures of Duration and Convexity 54 3.10 Key Rate Duration 55 Chapter 4 The Valuation of Fixed Income Securities 59 4.1 A Valuation Framework for Fixed Income Securities 60 4.2 Application of the Framework to Structured Securities 61 4.3 Twist and Shift: Characterizing Changes in the Level, Steepness, and Curvature of the Term Structure 63 4.4 Case Study: 4.00% 30-year MBS 65 4.5 Scenario Comparative Analysis 74 Chapter 5 Fixed Income Return Analysis 77 5.1 Return Strategies 78 5.2 The Components of Return 80 5.3 The Buy and Hold Strategy 80 5.4 Total and Absolute Returns 83 5.5 Deconstructing the Fixed Income Return Profile 84 5.6 Estimating Bond Returns with Price and Risk Measures 86 Part II Residential Mortgage Backed Securities 89 Chapter 6 Understanding Mortgage Lending and Loans 91 6.1 Classification of Real Estate 92 6.2 Residential Mortgage Loan Amortization 100 6.3 Deconstructing the Amortization Table 103 6.4 Mortgage Servicing 104 Chapter 7 Modeling Cash Flows 107 7.1 Prepayment Conventions 108 7.2 Modeling MBS Cash Flows 111 7.2.1 0% PPC Assumption - No Prepayment 112 Chapter 8 Mortgage Prepayment Analysis 117 8.1 Big Data - What is it? 118 8.2 The Statistical Learner 118 8.3 Survival Analysis 120 8.4 The Cox Proportional Hazards Model 125 8.5 Data Types 127 8.6 Case Study: FHLMC 30-yr Loan Level Prepayment Analysis 128 8.7 Survival Analysis - Modeling Loan Cohorts 139 Chapter 9 The Predictive Prepayment Model 145 9.1 Turnover 147 9.2 Loan Seasoning 147 9.3 Seasonality 149 9.4 Borrower Incentive to Refinance 150 9.5 Borrower Burnout 153 9.6 Application of the Prepayment Model 162 Part III Valuation of Mortgage Backed Securities 167 Chapter 10 Mortgage Dollar Roll 169 10.1 Evaluating the Dollar Roll 171 10.2 Risk Associated with the Dollar Roll 179 Chapter 11 Relative Value Analysis 183 11.1 Liquidity 184 11.2 Static Cash Flow Analysis 185 11.3 Return Analysis 189 Chapter 12 Option Adjusted Spread Analysis 197 12.1 Numerical Methods of Modern Financial Theory 199 12.2 Cox, Ingersoll, Ross Theory of the Term Structure 201 12.3 Calibrating the Model 206 12.4 Building the Option Adjusted Spread (OAS) Model 208 12.5 OAS Analysis as a Decision Making Tool 216 12.6 OAS Distribution Analysis 219 12.7 OAS Analysis Strengths and Limitations 225 Part IV Structuring Mortgage Backed Securities 227 Chapter 13 Introduction to REMICs 229 13.1 Background and Legal Structure 230 13.2 Two Tiered REMICs 234 13.3 REMIC Arbitrage 235 13.4 Bond Lab MBS Structuring Model 237 Chapter 14 Stripped Mortgage Backed Securities 239 14.1 Key Rate Duration Analysis 243 14.2 Option Adjusted Spread Analysis 245 14.3 The Information Content of the IO-PO Market 249 Chapter 15 Sequentially Structured REMIC 255 15.1 Key Rate Duration Analysis 259 15.2 Option Adjusted Spread Analysis 261 15.3 Weighted Average Life and Spot Spread Analysis 261 15.4 Static Cash Flow Analysis 266 Chapter 16 Planned Amortization Class (PAC) and Companion REMICs 269 16.1 The PAC Bond Sinking Fund Schedule 270 16.2 Key Rate Duration Analysis 277 16.3 Option Adjusted Spread Analysis 279 16.4 OAS Distribution Analysis 280 16.5 A Final Word Regarding PAC Bands 284 16.6 Static Cash Flow Analysis 285 Chapter 17 Sequential IO REMIC 287 17.1 Key Rate Duration Analysis 290 17.2 OAS Distribution Analysis 292 Chapter 18 PAC-Floater-Inverse Floater REMIC 295 18.1 Structuring the Floater and Inverse Floater 296 18.2 A Framework for Floating Rate Securities 301 18.3 Option Adjusted Spread Analysis 304 18.4 Key Rate Duration Analysis 304 Chapter 19 Accrual REMIC Z-bond 311 19.1 Key Rate Duration Analysis 317 19.2 Option Adjusted Spread Analysis 318 Part V Mortgage Credit Analysis 323 Chapter 20 Mortgage Default Modeling 325 20.1 Case Study FHLMC 30-year Default Analysis 327 20.2 Other Variables Influencing Borrower Default 335 20.3 Spread at Origination (SATO) and Default 340 20.4 Default Model Selection 340 Chapter 21 The Predictive Default Model 345 21.1 Constant Default Rate 347 21.2 Borrower Original Loan to Value Default Multiplier 348 21.3 Updated Loan to Value Default Multiplier 349 21.4 Spread at Origination (SATO) Default Multipliers 351 21.5 Completing the Prepayment Model 353 Chapter 22 The Basics of Private Label MBS 357 22.3 Y Structure 359 22.4 Shifting Interest 362 22.5 Deep Mortgage Insurance MI 363 22.6 Excess Interest 365 22.7 Overcollateralization 366 22.8 Structural Credit Protection 366 22.9 Hedging Asset/Liability Mismatches 369 Chapter 23 Sizing Mortgage Credit Enhancement 373 23.1 Simulating Borrower Default Rates 375 23.2 Estimation of Cumulative Default Rates 375 23.3 Translating Credit Enhancement to a Third Party Guarantee Fee 378 23.4 Role of the Credit Rating Agencies (NRSROs) 379 Chapter 24 Index 383 .
Record Nr. UNINA-9910137498503321
Schultz Glenn M.  
Hoboken, New Jersey : , : Wiley, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Journal of fixed income
The Journal of fixed income
Pubbl/distr/stampa New York, NY, : Institutional Investor
Disciplina 332.63/2/097305
Soggetto topico Fixed-income securities - United States
Mortgage-backed securities
Mortgage bonds
Fixed-income securities
Mortgage-backed securities - United States
Mortgage bonds - United States
Valeurs mobilières à revenus fixes - États-Unis
Valeurs mobilières à revenus fixes
Titres hypothécaires - États-Unis
Titres hypothécaires
Obligations hypothécaires - États-Unis
Obligations hypothécaires
Soggetto genere / forma Periodicals.
ISSN 2168-8648
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNISA-996208027303316
New York, NY, : Institutional Investor
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
The Journal of fixed income
The Journal of fixed income
Pubbl/distr/stampa New York, NY, : Institutional Investor
Disciplina 332.63/2/097305
Soggetto topico Fixed-income securities - United States
Mortgage-backed securities
Mortgage bonds
Fixed-income securities
Mortgage-backed securities - United States
Mortgage bonds - United States
Valeurs mobilières à revenus fixes - États-Unis
Valeurs mobilières à revenus fixes
Titres hypothécaires - États-Unis
Titres hypothécaires
Obligations hypothécaires - États-Unis
Obligations hypothécaires
Soggetto genere / forma Periodicals.
ISSN 2168-8648
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNINA-9910735196803321
New York, NY, : Institutional Investor
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mortgage-backed securities [[electronic resource] ] : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Mortgage-backed securities [[electronic resource] ] : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2011
Descrizione fisica 1 online resource (354 p.)
Disciplina 332.6323
332.63232
Altri autori (Persone) BhattacharyaAnand K
BerlinerWilliam S
Collana Frank J. Fabozzi series
Soggetto topico Mortgage-backed securities
Soggetto genere / forma Electronic books.
ISBN 1-283-25808-0
9786613258083
1-118-14929-7
1-118-14927-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Overview of Mortgages; Mortgage Loan Mechanics; Risks Associated with Mortgages and Mortgage Products; Concepts Presented in this Chapter; Chapter 2: Overview of the Mortgage-Backed Securities Market; Creating Different Types of MBS; MBS Trading; The Role of the MBS Markets in Generating Consumer Lending Rates; Cash Flow Structuring
Concepts Presented in this ChapterPart Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Prepayment Terminology; Calculating Prepayment Speeds; Delinquency, Default, and Loss Terminology; Concepts Presented in this Chapter; Chapter 4: Prepayments and Factors Influencing the Return of Principal; Prepayment Fundamentals; Factors Influencing Prepayment Speeds; Defaults and ""Involuntary"" Prepayments; Concepts Presented in this Chapter; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques
Underlying Logic in Structuring Cash FlowsStructuring Different Mortgage Products; Fundamentals of Structuring CMOs; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal; Time Tranching; Planned Amortization Classes (PACs) and the PAC-Support Structure; Targeted Amortization Class Bonds; Z-Bonds and Accretion-Directed Tranches; A Simple Structuring Example; Concepts Presented in this Chapter; Chapter 7: Fundamental MBS Structuring Techniques: Divisions of Interest; Coupon Stripping and Boosting; Floater-Inverse Floater Combinations; Two-Tiered Index Bonds (TTIBs)
Excess Servicing IOsConcepts Presented in this Chapter; Chapter 8: Structuring Private-Label CMOs; Private-Label Credit Enhancement; Private-Label Senior Structuring Variations; Governing Documents; Concepts Presented in this Chapter; Chapter 9: The Structuring of Mortgage ABS Deals; Fundamentals of ABS Structures; Credit Enhancement for Mortgage ABS Deals; Factors Influencing the Credit Structure of Deals; Additional Structuring Issues and Developments; Concepts Presented in this Chapter; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS
Static Cash Flow Yield AnalysisZ-Spread; Valuation Using Monte Carlo Simulation and OAS Analysis; Total Return Analysis; Concepts Presented in this Chapter; Chapter 11: Measuring MBS Interest Rate Risk; Duration; Convexity; Yield Curve Risk; Other Risk Measures; Concepts Presented in this Chapter; Chapter 12: Evaluating Senior MBS and CMOs; Yield and Spread Matrices; Monte Carlo and OAS Analysis; Total Return Analysis; Evaluating Inverse Floaters; Concepts Presented in this Chapter; Chapter 13: Analysis of Nonagency MBS; Factors Impacting Returns from Nonagency MBS
Understanding the Evolution of Credit Performance within a Transaction
Record Nr. UNINA-9910457469303321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mortgage-backed securities [[electronic resource] ] : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Mortgage-backed securities [[electronic resource] ] : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2011
Descrizione fisica 1 online resource (354 p.)
Disciplina 332.6323
332.63232
Altri autori (Persone) BhattacharyaAnand K
BerlinerWilliam S
Collana Frank J. Fabozzi series
Soggetto topico Mortgage-backed securities
ISBN 1-283-25808-0
9786613258083
1-118-14929-7
1-118-14927-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Overview of Mortgages; Mortgage Loan Mechanics; Risks Associated with Mortgages and Mortgage Products; Concepts Presented in this Chapter; Chapter 2: Overview of the Mortgage-Backed Securities Market; Creating Different Types of MBS; MBS Trading; The Role of the MBS Markets in Generating Consumer Lending Rates; Cash Flow Structuring
Concepts Presented in this ChapterPart Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Prepayment Terminology; Calculating Prepayment Speeds; Delinquency, Default, and Loss Terminology; Concepts Presented in this Chapter; Chapter 4: Prepayments and Factors Influencing the Return of Principal; Prepayment Fundamentals; Factors Influencing Prepayment Speeds; Defaults and ""Involuntary"" Prepayments; Concepts Presented in this Chapter; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques
Underlying Logic in Structuring Cash FlowsStructuring Different Mortgage Products; Fundamentals of Structuring CMOs; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal; Time Tranching; Planned Amortization Classes (PACs) and the PAC-Support Structure; Targeted Amortization Class Bonds; Z-Bonds and Accretion-Directed Tranches; A Simple Structuring Example; Concepts Presented in this Chapter; Chapter 7: Fundamental MBS Structuring Techniques: Divisions of Interest; Coupon Stripping and Boosting; Floater-Inverse Floater Combinations; Two-Tiered Index Bonds (TTIBs)
Excess Servicing IOsConcepts Presented in this Chapter; Chapter 8: Structuring Private-Label CMOs; Private-Label Credit Enhancement; Private-Label Senior Structuring Variations; Governing Documents; Concepts Presented in this Chapter; Chapter 9: The Structuring of Mortgage ABS Deals; Fundamentals of ABS Structures; Credit Enhancement for Mortgage ABS Deals; Factors Influencing the Credit Structure of Deals; Additional Structuring Issues and Developments; Concepts Presented in this Chapter; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS
Static Cash Flow Yield AnalysisZ-Spread; Valuation Using Monte Carlo Simulation and OAS Analysis; Total Return Analysis; Concepts Presented in this Chapter; Chapter 11: Measuring MBS Interest Rate Risk; Duration; Convexity; Yield Curve Risk; Other Risk Measures; Concepts Presented in this Chapter; Chapter 12: Evaluating Senior MBS and CMOs; Yield and Spread Matrices; Monte Carlo and OAS Analysis; Total Return Analysis; Evaluating Inverse Floaters; Concepts Presented in this Chapter; Chapter 13: Analysis of Nonagency MBS; Factors Impacting Returns from Nonagency MBS
Understanding the Evolution of Credit Performance within a Transaction
Record Nr. UNINA-9910781898403321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mortgage-backed securities : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Mortgage-backed securities : products, structuring, and analytical techniques / / Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
Autore Fabozzi Frank J
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2011
Descrizione fisica 1 online resource (354 p.)
Disciplina 332.6323
332.63232
Altri autori (Persone) BhattacharyaAnand K
BerlinerWilliam S
Collana Frank J. Fabozzi series
Soggetto topico Mortgage-backed securities
ISBN 9786613258083
9781283258081
1283258080
9781118149294
1118149297
9781118149270
1118149270
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Overview of Mortgages; Mortgage Loan Mechanics; Risks Associated with Mortgages and Mortgage Products; Concepts Presented in this Chapter; Chapter 2: Overview of the Mortgage-Backed Securities Market; Creating Different Types of MBS; MBS Trading; The Role of the MBS Markets in Generating Consumer Lending Rates; Cash Flow Structuring
Concepts Presented in this ChapterPart Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Prepayment Terminology; Calculating Prepayment Speeds; Delinquency, Default, and Loss Terminology; Concepts Presented in this Chapter; Chapter 4: Prepayments and Factors Influencing the Return of Principal; Prepayment Fundamentals; Factors Influencing Prepayment Speeds; Defaults and ""Involuntary"" Prepayments; Concepts Presented in this Chapter; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques
Underlying Logic in Structuring Cash FlowsStructuring Different Mortgage Products; Fundamentals of Structuring CMOs; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal; Time Tranching; Planned Amortization Classes (PACs) and the PAC-Support Structure; Targeted Amortization Class Bonds; Z-Bonds and Accretion-Directed Tranches; A Simple Structuring Example; Concepts Presented in this Chapter; Chapter 7: Fundamental MBS Structuring Techniques: Divisions of Interest; Coupon Stripping and Boosting; Floater-Inverse Floater Combinations; Two-Tiered Index Bonds (TTIBs)
Excess Servicing IOsConcepts Presented in this Chapter; Chapter 8: Structuring Private-Label CMOs; Private-Label Credit Enhancement; Private-Label Senior Structuring Variations; Governing Documents; Concepts Presented in this Chapter; Chapter 9: The Structuring of Mortgage ABS Deals; Fundamentals of ABS Structures; Credit Enhancement for Mortgage ABS Deals; Factors Influencing the Credit Structure of Deals; Additional Structuring Issues and Developments; Concepts Presented in this Chapter; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS
Static Cash Flow Yield AnalysisZ-Spread; Valuation Using Monte Carlo Simulation and OAS Analysis; Total Return Analysis; Concepts Presented in this Chapter; Chapter 11: Measuring MBS Interest Rate Risk; Duration; Convexity; Yield Curve Risk; Other Risk Measures; Concepts Presented in this Chapter; Chapter 12: Evaluating Senior MBS and CMOs; Yield and Spread Matrices; Monte Carlo and OAS Analysis; Total Return Analysis; Evaluating Inverse Floaters; Concepts Presented in this Chapter; Chapter 13: Analysis of Nonagency MBS; Factors Impacting Returns from Nonagency MBS
Understanding the Evolution of Credit Performance within a Transaction
Record Nr. UNINA-9910965695203321
Fabozzi Frank J  
Hoboken, N.J., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Quarterly report to Congress / / SIGTARP, Office of the Special Inspector General for the Troubled Asset Relief Program
Quarterly report to Congress / / SIGTARP, Office of the Special Inspector General for the Troubled Asset Relief Program
Pubbl/distr/stampa Washington, D.C., : Office of the Special Inspector General for the Troubled Asset Relief Program
Descrizione fisica 1 online resource (volumes)
Disciplina 330
Soggetto topico Financial crises - Government policy - United States
Financial institutions - Government ownership - United States
Finance, Public - United States - Auditing
Bank failures - United States
Mortgage-backed securities - United States
Bank failures
Finance, Public - Auditing
Financial crises - Government policy
Financial institutions - Government ownership
Mortgage-backed securities
Soggetto genere / forma Periodicals.
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Altri titoli varianti Initial report to the Congress
SIGTARP quarterly report
Record Nr. UNINA-9910693421003321
Washington, D.C., : Office of the Special Inspector General for the Troubled Asset Relief Program
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The securitization markets handbook [[electronic resource] ] : structures and dynamics of mortgage- and asset-backed securities / / Charles A. Stone, Anne Zissu
The securitization markets handbook [[electronic resource] ] : structures and dynamics of mortgage- and asset-backed securities / / Charles A. Stone, Anne Zissu
Autore Stone Charles A (Charles Austin)
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2012
Descrizione fisica 1 online resource (464 p.)
Disciplina 332.63/23
Altri autori (Persone) ZissuAnne
Collana Wiley finance
Soggetto topico Mortgage-backed securities
Asset-backed financing
ISBN 1-283-59238-X
1-118-53175-2
9786613904836
1-118-22176-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Key structures and cash flow dynamics -- pt. 2. Corporate debt and the securitization markets -- pt. 3. Securitization of revolving credit -- pt. 4. Searching for value in the mortgage- and asset-backed markets.
Record Nr. UNINA-9910141415703321
Stone Charles A (Charles Austin)  
Hoboken, N.J., : Wiley, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui