The first intellectually defensible framework for systematic assessment of the credit quality of structured securities.
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Sylvain Raynes and Ann Rutledge are the Founding Principles of R & R Consulting, a structured finance consultancy dedicated to advising issuers, investors, intermediaries, non-profit corporations, and regulatory bodies in credit risk management and structured financial techniques using fine-grained analytical methods. In July 2001, their paper "Measures of Credit Losses: A Precise Method for Calculating Risk-adjusted Return on capital" was selected for presentation by the IAFE.
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Good. 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. Artikel-Nr. 00102516719
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Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Artikel-Nr. G0195152735I4N00
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Anbieter: BennettBooksLtd, Los Angeles, CA, USA
hardcover. Zustand: New. In shrink wrap. Looks like an interesting title! Artikel-Nr. Q-0195152735
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Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
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Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
Zustand: As New. Unread book in perfect condition. Artikel-Nr. 1777512
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Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. 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. Num Pages: 464 pages, numerous figures and tables. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 242 x 165 x 29. Weight in Grams: 807. . 2003. Illustrated. hardcover. . . . . Books ship from the US and Ireland. Artikel-Nr. V9780195152739
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