Handbook of European Structured Financial Products
Handbook of European Structured Financial Products
Choudhry, Moorad; Fabozzi, Frank J.
John Wiley & Sons Inc
03/2004
800
Dura
Inglês
9780471484158
1330
Descrição não disponível.
About the Editors. Contributing Authors. PART ONE: Structured Finance and Securitisation. CHAPTER 1: Introduction (Frank J. Fabozzi and Moorad Choudhry). CHAPTER 2: The Concept of Securitisation (Iain Barbour and Katie Hostalier). CHAPTER 3: Mechanics of Securitisation (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 4: Credit Derivatives Primer (Frank J. Fabozzi, Moorad Choudhry, Mark J.P. Anson, and Ren-Raw Chen). CHAPTER 5: True Sale versus Synthetics for MBS Transactions: The Investor Perspective (Iain Barbour, Katie Hostalier, and Jennifer Thym). CHAPTER 6: A Framework for Evaluating a Cash ( True Sale ) versus Synthetic Securitisation (Iain Barbour and Katie Hostalier). CHAPTER 7: Assessing Subordinated Tranches in ABS Capital Structure (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 8: Key Consideration for Master Trust Structures (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 9: Trust and Agency Services in the Debt Capital Markets (Nick Procter and Edmond Leedham). PART TWO: Asset-Backed Securities. CHAPTER 10: European Credit Card ABS (Markus Niemeier). CHAPTER 11: European Auto and Consumer Loan ABS (Markus Niemeier). CHAPTER 12: European Public Sector Securitisations (Christopher Flanagan, Edward Reardon, and Doreen Tan). CHAPTER 13: Italian Lease-Backed Securities (Andrew Dennis). CHAPTER 14: European Mezzanine Loan Securitisations (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 15: Stock Securitisations (Carole Gintz). CHAPTER 16: Rating Trade Receivables Transactions (Jean Dornhofer and Everett Rutan). CHAPTER 17: Moody s Approach to Analysing Consumer Loan Securitisations (Nikoletta Knapcsek and Valentina Varola). CHAPTER 18: Nonperforming Loan Securitisation and Moody s Rating Methodology (Antonio Serpico, Alex Cataldo, and Hernan Quipildor). PART THREE: Whole Business Securitisation. CHAPTER 19: Whole Business Securitisation (Anant Ramgarhia, Miray Muminoglu, and Oleg Pankratov). CHAPTER 20: Principles for Analysing Corporate Securitisations 349 Elena Folkerts-Landau, Pascal Bernous, Adele Archer, Anthony Flintoff, and Apea Koranteng). CHAPTER 21: Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations (Blaise Ganguin, Apea Koranteng, Michael Wilkins, and Adele Archer). CHAPTER 22: Credit Analysis of Whole Business Securitisations (Benedicte Pfister). CHAPTER 23: Securitisation of UK Pubs (Andrew Dennis). PART FOUR: Mortgage-Backed Securities. CHAPTER 24: European Residential Mortgage-Backed Securities (Phil Adams). CHAPTER 25: Italian Residential Mortgage-Backed Securities (Andrew Dennis). CHAPTER 26: European Commercial Mortgage-Backed Securities (Phil Adams). CHAPTER 27: Rating Approach to European CMBS (Benedicte Pfister). CHAPTER 28: Differentiating CMBS from Other Real Estate Securitised Financings (Elena Folkerts-Landau, Clayton Hunt, Ronan Fox, Adele Archer, and Ian Bell). CHAPTER 29: The German Pfandbrief and European Covered Bonds Market (Graham Harry Cross). PART FIVE: Collateralised Debt Obligations. CHAPTER 30: Structured Credit: Cash Flow and Synthetic CDOs (Oldrich Masek and Moorad Choudhry). CHAPTER 31: Single-Tranche Synthetic CDOs (Barnaby Martin, Alexander Batchvarov, and Atish Kakodkar). CHAPTER 32: Rating Methodology for Collateralised Debt Obligations (Henry Charpentier and Hernan Quipildor). CHAPTER 33: CLOs and CBOs for Project Finance Debt: Rating Considerations (Arthur F. Simonson, William H Chew, and Henry Albulescu). CHAPTER 34: Independent Pricing of Synthetic CDOs (Farooq Jaffrey and David Jefferds). PART SIX: Credit-Linked Notes and Repacks. CHAPTER 35: Credit-Linked Notes (Moorad Choudhry and Frank J. Fabozzi). CHAPTER 36: Structured Credit Products and Repackaged Securities (Alessandro Cocco). INDEX.
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About the Editors. Contributing Authors. PART ONE: Structured Finance and Securitisation. CHAPTER 1: Introduction (Frank J. Fabozzi and Moorad Choudhry). CHAPTER 2: The Concept of Securitisation (Iain Barbour and Katie Hostalier). CHAPTER 3: Mechanics of Securitisation (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 4: Credit Derivatives Primer (Frank J. Fabozzi, Moorad Choudhry, Mark J.P. Anson, and Ren-Raw Chen). CHAPTER 5: True Sale versus Synthetics for MBS Transactions: The Investor Perspective (Iain Barbour, Katie Hostalier, and Jennifer Thym). CHAPTER 6: A Framework for Evaluating a Cash ( True Sale ) versus Synthetic Securitisation (Iain Barbour and Katie Hostalier). CHAPTER 7: Assessing Subordinated Tranches in ABS Capital Structure (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 8: Key Consideration for Master Trust Structures (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 9: Trust and Agency Services in the Debt Capital Markets (Nick Procter and Edmond Leedham). PART TWO: Asset-Backed Securities. CHAPTER 10: European Credit Card ABS (Markus Niemeier). CHAPTER 11: European Auto and Consumer Loan ABS (Markus Niemeier). CHAPTER 12: European Public Sector Securitisations (Christopher Flanagan, Edward Reardon, and Doreen Tan). CHAPTER 13: Italian Lease-Backed Securities (Andrew Dennis). CHAPTER 14: European Mezzanine Loan Securitisations (Alexander Batchvarov, Jenna Collins, and William Davies). CHAPTER 15: Stock Securitisations (Carole Gintz). CHAPTER 16: Rating Trade Receivables Transactions (Jean Dornhofer and Everett Rutan). CHAPTER 17: Moody s Approach to Analysing Consumer Loan Securitisations (Nikoletta Knapcsek and Valentina Varola). CHAPTER 18: Nonperforming Loan Securitisation and Moody s Rating Methodology (Antonio Serpico, Alex Cataldo, and Hernan Quipildor). PART THREE: Whole Business Securitisation. CHAPTER 19: Whole Business Securitisation (Anant Ramgarhia, Miray Muminoglu, and Oleg Pankratov). CHAPTER 20: Principles for Analysing Corporate Securitisations 349 Elena Folkerts-Landau, Pascal Bernous, Adele Archer, Anthony Flintoff, and Apea Koranteng). CHAPTER 21: Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations (Blaise Ganguin, Apea Koranteng, Michael Wilkins, and Adele Archer). CHAPTER 22: Credit Analysis of Whole Business Securitisations (Benedicte Pfister). CHAPTER 23: Securitisation of UK Pubs (Andrew Dennis). PART FOUR: Mortgage-Backed Securities. CHAPTER 24: European Residential Mortgage-Backed Securities (Phil Adams). CHAPTER 25: Italian Residential Mortgage-Backed Securities (Andrew Dennis). CHAPTER 26: European Commercial Mortgage-Backed Securities (Phil Adams). CHAPTER 27: Rating Approach to European CMBS (Benedicte Pfister). CHAPTER 28: Differentiating CMBS from Other Real Estate Securitised Financings (Elena Folkerts-Landau, Clayton Hunt, Ronan Fox, Adele Archer, and Ian Bell). CHAPTER 29: The German Pfandbrief and European Covered Bonds Market (Graham Harry Cross). PART FIVE: Collateralised Debt Obligations. CHAPTER 30: Structured Credit: Cash Flow and Synthetic CDOs (Oldrich Masek and Moorad Choudhry). CHAPTER 31: Single-Tranche Synthetic CDOs (Barnaby Martin, Alexander Batchvarov, and Atish Kakodkar). CHAPTER 32: Rating Methodology for Collateralised Debt Obligations (Henry Charpentier and Hernan Quipildor). CHAPTER 33: CLOs and CBOs for Project Finance Debt: Rating Considerations (Arthur F. Simonson, William H Chew, and Henry Albulescu). CHAPTER 34: Independent Pricing of Synthetic CDOs (Farooq Jaffrey and David Jefferds). PART SIX: Credit-Linked Notes and Repacks. CHAPTER 35: Credit-Linked Notes (Moorad Choudhry and Frank J. Fabozzi). CHAPTER 36: Structured Credit Products and Repackaged Securities (Alessandro Cocco). INDEX.
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