Book Categories

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.

Title Information

ISBN:

9780786305445

Pages:

476 pages

Format:

Hardback

Product Code:

1336

Publisher:

Irwin

Published:

30/11/-0001

Write a review of this book

Customer Reviews from Amazon

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