Description of The Yearbook of Fixed Income Investing 1995
The current climate of changing interest rates and volatile bond prices has created the need for better methods for managing interest rate risks and investment returns. In The Yearbook of Fixed Income Investing 1995, innovative practices are described and explained by the leading experts in all areas of fixed income investing: mortgage-backed securities, corporate bonds, junk bonds and structural notes. Contributors include: Eric Sorensen, Tom Ho, Martin Fridson, Ed Altman and many other top practitioners and scholars.
Contents of The Yearbook of Fixed Income Investing 1995
Part One: Markets 1. Recent Developments in the Market for Asset-Backed Securities 2. Capital Requirements for Subordinated Tranches of Asset-Backed Securities: An Opportunity for Regulatory Arbitrage 3. Recent Developments in the High-Yield Market 4. Institutional Investment in Leveraged Loans Grows 5. Measuring Liquidity Premiums in the High-Yield Bond Market 6. Emerging Markets Debt: Recent Developments 7. Structured Swaps 8. Rage Floaters: Pricing a Bet on the Future Course of Short-Term Interest Rates 9. Pricing Interest Rate Swap Default Risk 10. Derivatives Regulation and Financial Management: Lessons From Gibson Greetings 11. Credit Derivatives Part Two: Valuation 12. New Techniques in Credit Analysis 13. Private vs. Public Lending: Evidence From Covenants 14. Counterparty Risk Assessment Grows in Importance 15. Corporate Credit Scoring Models: Approaches and Standards for Successful Implementation 16. Alternative Neural Network Models in Bankruptcy Prediction 17. Evolution of Interest Rate Models: A Comparison 18. Pricing Corporate Loans 19. Market Risk (Volatility) Ratings Part Three: Legal and Regulatory Environment 20. Recent Tax Development Affecting Fixed Income Derivative Securities 21. Recent Tax Development Affecting Structured Finance Transactions 22. Changes in Fixed-Income Securities Accounting: The Portfolio Management Effects on a Financial Institution 23. Prudential Supervision of Banks' Derivatives Activities and Recent Proposal to Amend the Basle Capitol Accord
Shopping basket
