The Analysis Of Structured Securities: Precise Risk Measurement And Capital Allocation
SKU: DADAX0195152735
ISBN : 9780195152739
Condition : New
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The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities.It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented.This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.
Specification of The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
GENERAL | |
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Author | Sylvain Raynes |
Binding | Hardcover |
Language | English |
Edition | 1 |
ISBN-10 | 0195152735 |
ISBN-13 | 9780195152739 |
Publisher | Oxford University Press |
Publication Year | 2003 |
DIMENSIONS | |
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Height | 9.3 inch. |
Length | 1.2 inch. |
Width | 6.4 inch. |
Weight | 1.7 pounds. |
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