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- Product code: 18054
- ISBN: 0470821191,
ISBN13: 9780470821190,
300 pages, hardback
Published by John Wiley & Sons, 1st edition, 2004
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Description of Structured Credit Products |
Among today's fastest growing investment and risk management mechanisms, synthetic securitizations and structured products are revolutionizing the financial industry and changing the way banks, institutional investors, and securities traders do business both domestically and globally.
This groundbreaking book offers a succinct and focused resource complete with global case studies on how these often misunderstood and mishandled instruments work, and how best to capitalize on them.
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Contents of Structured Credit Products |
Foreword
Preface
PART I: Credit risk and credit derivative instruments
1. Credit Risk
2. Credit Derivatives I
3. Credit Derivatives II
4. Credit Derivatives III: Basic Applications
5. Pricing
6. CDS Pricing
7. The CDS Basis I
8. The CDS Basis II
PART II: Structured Credit Products and Synthetic Securitisation
9. An Introduction to Securitisation
10. Synthetic CDOs I
11. Multi-SPV Hybrid Structure
12. Synthetic CDO Risk and Returns
13. CDO pricing
14. Synthetic MBS
Glossary
Index
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About Moorad Choudhry |
Moorad Choudhry is a vice-president in Structured Finance Services with JP Morgan Chase Bank in London. Prior to this he worked as a gilt-edged market maker and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad has lectured on the bond markets at the London School of Economics, the ISMA Centre in Reading, London Guildhall University and the International Faculty of Finance, and is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London. He is a Fellow of the Securities Institute and a Fellow of the Global Association of Risk Professionals.
Moorad's published work includes journal articles and books. He is also co-author of the book The Global Money Markets, written with Professor Frank Fabozzi. Moorad obtained an MA in Economics from the University of Reading and an MBA from Henley Management College. He is in the process of completing his PhD from Birkbeck, University of London. He is Editor of the Journal of Bond Trading and Management.
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