The Handbook of European Structured Financial Products [Hardback]by Frank J. Fabozzi CFA (Editor) and Moorad Choudhry (Editor)
Usually ships within 2 to 4 working days Description of The Handbook of European Structured Financial ProductsSecuritisation has been one of the most exciting developments in fixed–income markets, perfectly illustrating the dynamic and flexible nature of the market itself. The application of securitisation techniques has given rise to "structured finance" securities, which now encompass a wide class of products, each of which deserves separate treatment in its own right.The Handbook of European Structured Financial Products is the first comprehensive guide to this ever–expanding market. The detailed information contained within these pages is aimed at practitioners–including bankers, insurers, and investors–that have an interest in the structured finance of the European debt market. Comprising six information–packed sections, The Handbook of European Structured Financial Products introduces you to many of these products–and the concept of securitisation–while providing practical information and in–depth insight on:
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Write a review of this book About Frank J. Fabozzi CFA (Editor) and Moorad Choudhry (Editor)Frank J. Fabozzi, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management, and a consultant in the fixed–income and derivatives area. Frank is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance services at JPMorgan Chase Bank. Moorad is a Fellow at the Centre for Mathematical Trading and Finance, Cass Business School, London, and a Fellow of the Securities Institute. He has published widely in the field of fixed income and derivatives, and is author of The Bond and Money Markets: Strategy, Trading, Analysis. Contents of The Handbook of European Structured Financial ProductsAbout the EditorsContributing Authors PART ONE: Structured Finance and Securitisation 1: Introduction (Frank J. Fabozzi and Moorad Choudhry). 2: The Concept of Securitisation (Iain Barbour and Katie Hostalier). 3: Mechanics of Securitisation (Alexander Batchvarov, Jenna Collins, and William Davies). 4: Credit Derivatives Primer (Frank J. Fabozzi, Moorad Choudhry, Mark J.P. Anson, and Ren-Raw Chen). 5: True Sale versus Synthetics for MBS Transactions: The Investor Perspective (Iain Barbour, Katie Hostalier, and Jennifer Thym). 6: A Framework for Evaluating a Cash (“True Sale”) versus Synthetic Securitisation (Iain Barbour and Katie Hostalier). 7: Assessing Subordinated Tranches in ABS Capital Structure (Alexander Batchvarov, Jenna Collins, and William Davies). 8: Key Consideration for Master Trust Structures (Alexander Batchvarov, Jenna Collins, and William Davies). 9: Trust and Agency Services in the Debt Capital Markets (Nick Procter and Edmond Leedham). PART TWO: Asset-Backed Securities 10: European Credit Card ABS (Markus Niemeier). 11: European Auto and Consumer Loan ABS (Markus Niemeier). 12: European Public Sector Securitisations (Christopher Flanagan, Edward Reardon, and Doreen Tan). 13: Italian Lease-Backed Securities (Andrew Dennis). 14: European Mezzanine Loan Securitisations (Alexander Batchvarov, Jenna Collins, and William Davies). 15: Stock Securitisations (Carole Gintz). 16: Rating Trade Receivables Transactions (Jean Dornhofer and Everett Rutan). 17: Moody’s Approach to Analysing Consumer Loan Securitisations (Nikoletta Knapcsek and Valentina Varola). 18: Nonperforming Loan Securitisation and Moody’s Rating Methodology (Antonio Serpico, Alex Cataldo, and Hernan Quipildor). PART THREE: Whole Business Securitisation 19: Whole Business Securitisation (Anant Ramgarhia, Miray Muminoglu, and Oleg Pankratov). 20: Principles for Analysing Corporate Securitisations 349 (Elena Folkerts-Landau, Pascal Bernous, Adele Archer, Anthony Flintoff, and Apea Koranteng). 21: Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations (Blaise Ganguin, Apea Koranteng, Michael Wilkins, and Adele Archer). 22: Credit Analysis of Whole Business Securitisations (Benedicte Pfister). 23: Securitisation of UK Pubs (Andrew Dennis). PART FOUR: Mortgage-Backed Securities. 24: European Residential Mortgage-Backed Securities (Phil Adams). 25: Italian Residential Mortgage-Backed Securities (Andrew Dennis). 26: European Commercial Mortgage-Backed Securities (Phil Adams). 27: Rating Approach to European CMBS (Benedicte Pfister). 28: Differentiating CMBS from Other Real Estate Securitised Financings (Elena Folkerts-Landau, Clayton Hunt, Ronan Fox, Adele Archer, and Ian Bell). 29: The German Pfandbrief and European Covered Bonds Market (Graham “Harry” Cross). PART FIVE: Collateralised Debt Obligations. 30: Structured Credit: Cash Flow and Synthetic CDOs (Oldrich Masek and Moorad Choudhry). 31: Single-Tranche Synthetic CDOs (Barnaby Martin, Alexander Batchvarov, and Atish Kakodkar). 32: Rating Methodology for Collateralised Debt Obligations (Henry Charpentier and Hernan Quipildor). 33: CLOs and CBOs for Project Finance Debt: Rating Considerations (Arthur F. Simonson, William H Chew, and Henry Albulescu). 34: Independent Pricing of Synthetic CDOs (Farooq Jaffrey and David Jefferds). PART SIX: Credit-Linked Notes and Repacks. 35: Credit-Linked Notes (Moorad Choudhry and Frank J. Fabozzi). 36: Structured Credit Products and Repackaged Securities (Alessandro Cocco). INDEX |
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