The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation Book + PRICE WATCH * Amazon pricing is not included in price watch

The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation Book

The Analysis of Structured Securities : Hardback : Oxford University Press Inc : 9780195152739 : 0195152735 : 23 Oct 2003 : Presents a defensible framework for systematic assessment of the credit quality of structured securities. This book begins with a critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. Then, it proposes a single replacement paradigm capable of granular results.Read More

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  • Product Description

    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.

  • 0195152735
  • 9780195152739
  • Sylvain Raynes, Ann Rutledge
  • 23 October 2003
  • OUP USA
  • Hardcover (Book)
  • 464
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