The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
A comprehensive guide to the continuously evolving world of securitization The Second Edition of The Securitization Markets Handbook is a valuable resource for both experienced money managers trying to put a securitization strategy into place as well as newcomers looking to acquire a broad and stron...
| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey :
Wiley ,
c2012
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| Edition: | 2nd ed |
| Subjects: |
Table of Contents:
- 1. Mortgage-backed securities: origins of the market
- 2. Price dynamics of mortgages and cash flows
- 3. Valuation of mortgage-backed securities
- 4. Other structures in asset-backed securities: CMOs, PACs, floaters, inverse floaters, CDOs and CDOs-squared, and synthetic CDOs
- 5. How ford motor credit corporation has used securitization
- 6. Asset-backed commercial paper
- 7. Dealer floor plan loans
- 8. Credit card receivables
- 9. Investment, speculation, and hedging
- 10. Credit risk and credit enhancement
- 11. Dissecting the risks of a pool of securitized option ARMs