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Structured Products and Related Credit Derivatives
A Comprehensive Guide for Investors
Buch von Brian P Lancaster (u. a.)
Sprache: Englisch

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Structured products and Related credit derivatives

With new structured asset products continuously being introduced to today's markets, it's important for experienced and aspiring investors to understand the essential aspects of these financial instruments. Structured Products and Related Credit Derivatives can help you achieve this goal.

Filled with the in-depth insights and expert advice of numerous experienced contributors-and edited by financial professionals Brian Lancaster, Glenn Schultz, and Frank Fabozzi-Structured Products and Related Credit Derivatives puts this complex field in perspective.

Divided into five comprehensive sections, this informative guide:
*

Provides an accessible account of the different types of asset-backed securities (ABS), including residential, auto, and ABS credit derivatives
*

Addresses issues in the collateralized debt obligations (CDO) market through discussions of CDO equity, middle market CDOs, and commercial real estate
*

Examines commercial ABS components such as aircraft securitization, intermodal equipment, and life insurance reserve securitization
*

And much more

With the world of structured products and credit derivatives constantly evolving, you need to have a firm understanding of how to effectively operate in such a dynamic environment. The information found throughout these pages will help you do this, and much more, as you go about your everyday investment endeavors.
Structured products and Related credit derivatives

With new structured asset products continuously being introduced to today's markets, it's important for experienced and aspiring investors to understand the essential aspects of these financial instruments. Structured Products and Related Credit Derivatives can help you achieve this goal.

Filled with the in-depth insights and expert advice of numerous experienced contributors-and edited by financial professionals Brian Lancaster, Glenn Schultz, and Frank Fabozzi-Structured Products and Related Credit Derivatives puts this complex field in perspective.

Divided into five comprehensive sections, this informative guide:
*

Provides an accessible account of the different types of asset-backed securities (ABS), including residential, auto, and ABS credit derivatives
*

Addresses issues in the collateralized debt obligations (CDO) market through discussions of CDO equity, middle market CDOs, and commercial real estate
*

Examines commercial ABS components such as aircraft securitization, intermodal equipment, and life insurance reserve securitization
*

And much more

With the world of structured products and credit derivatives constantly evolving, you need to have a firm understanding of how to effectively operate in such a dynamic environment. The information found throughout these pages will help you do this, and much more, as you go about your everyday investment endeavors.
Über den Autor
Brian P. Lancaster is Head of Structured Products Research at Wachovia. Prior to joining Wachovia, Lancaster was a managing director (principal) in structured products at Bear, Stearns & Co. Inc. from 1990 to 2001.
Glenn M. Schultz, MBA, is Managing Director and Head of ABS and Non-Agency Mortgage Research for Wachovia Capital Markets, LLC. Prior to joining Wachovia, Schultz was a managing director and head of residential ABS investment banking, managing the residential ABS and MBS businesses of the royal bank of Canada Financial Group.
Frank J. Fabozzi, PHD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
Inhaltsverzeichnis
Foreword (Diane Schumaker-Krieg)

Acknowledgments.

About the Editors.

Contributing Authors.

Section One: Background.

Chapter 1. Introduction (Brian P. Lancaster, Glenn M. Schultz, and Frank J. Fabozzi)

Chapter 2. Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles (Garret Sloan)

Section Two: Consumer ABS.

Chapter 3. Residential Asset-Backed Securities (Glenn M. Schultz)

Chapter 4. Credit Card ABS (John N. McElravey)

Chapter 5. Auto Asset-Backed Securities (Glenn M. Schultz, John N. McElravey, Shane Whitworth, and Erin K. Walsh)

Chapter 6. Student Loan ABS (Erin K. Walsh)

Chapter 7. Small Business Loan ABS (Erin K. Walsh)

Chapter 8. Valuation of Subprime ABS Credit Default Swaps (Shane Whitworth)

Section Three: Collateralized Debt Obligations.

Chapter 9. Basics of Cods (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)

Chapter 10. CDOs by Asset Type (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)

Chapter 11. Credit Derivatives and Synthetic CDOs (Brian McManus, Steven Todd, Dave Preston, and Anik Ray)

Chapter 12. CDO Performance (Steven Todd, Brian McManus, Anik Ray, and Dave Preston)

Chapter 13. CDO Equity (Brian McManus, Steven Todd, Anik Ray, and Dave Preston)

Section Four: Commercial Real Waste.

Chapter 14. Commercial Mortgage-Backed Securities (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)

Chapter 15. Understanding Managed CRE CDOs (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)

Chapter 16. Synthetic CRE CDOs (Brian P. Lancaster and Anthony G. Butler)

Chapter [...]opean Commercial Real Estate CDOs (Chris van Heerden)

Chapter 18. Government National Mortgage Association Multifamily Deals (Brian P. Lancaster, Anthony G. Butler, Landon C. Frerich, and Stephen P. Mayeux)

Section Five: Commercial ABS.

Chapter 19. Aircraft-Backed Debt Securities (Chris van Heerden)

Chapter 20. Intermodal Equipment Securitization (Chris van Heerden)

Chapter 21. Life Insurance Reserve Securitization (Chris van Heerden)

Index.
Details
Erscheinungsjahr: 2008
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 544
Inhalt: 544 S.
ISBN-13: 9780470129852
ISBN-10: 0470129859
Sprache: Englisch
Herstellernummer: 14512985000
Einband: Gebunden
Autor: Lancaster, Brian P
Schultz, Glenn M
Fabozzi, Frank J
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 34 mm
Von/Mit: Brian P Lancaster (u. a.)
Erscheinungsdatum: 01.03.2008
Gewicht: 0,931 kg
preigu-id: 101883795
Über den Autor
Brian P. Lancaster is Head of Structured Products Research at Wachovia. Prior to joining Wachovia, Lancaster was a managing director (principal) in structured products at Bear, Stearns & Co. Inc. from 1990 to 2001.
Glenn M. Schultz, MBA, is Managing Director and Head of ABS and Non-Agency Mortgage Research for Wachovia Capital Markets, LLC. Prior to joining Wachovia, Schultz was a managing director and head of residential ABS investment banking, managing the residential ABS and MBS businesses of the royal bank of Canada Financial Group.
Frank J. Fabozzi, PHD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
Inhaltsverzeichnis
Foreword (Diane Schumaker-Krieg)

Acknowledgments.

About the Editors.

Contributing Authors.

Section One: Background.

Chapter 1. Introduction (Brian P. Lancaster, Glenn M. Schultz, and Frank J. Fabozzi)

Chapter 2. Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles (Garret Sloan)

Section Two: Consumer ABS.

Chapter 3. Residential Asset-Backed Securities (Glenn M. Schultz)

Chapter 4. Credit Card ABS (John N. McElravey)

Chapter 5. Auto Asset-Backed Securities (Glenn M. Schultz, John N. McElravey, Shane Whitworth, and Erin K. Walsh)

Chapter 6. Student Loan ABS (Erin K. Walsh)

Chapter 7. Small Business Loan ABS (Erin K. Walsh)

Chapter 8. Valuation of Subprime ABS Credit Default Swaps (Shane Whitworth)

Section Three: Collateralized Debt Obligations.

Chapter 9. Basics of Cods (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)

Chapter 10. CDOs by Asset Type (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)

Chapter 11. Credit Derivatives and Synthetic CDOs (Brian McManus, Steven Todd, Dave Preston, and Anik Ray)

Chapter 12. CDO Performance (Steven Todd, Brian McManus, Anik Ray, and Dave Preston)

Chapter 13. CDO Equity (Brian McManus, Steven Todd, Anik Ray, and Dave Preston)

Section Four: Commercial Real Waste.

Chapter 14. Commercial Mortgage-Backed Securities (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)

Chapter 15. Understanding Managed CRE CDOs (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)

Chapter 16. Synthetic CRE CDOs (Brian P. Lancaster and Anthony G. Butler)

Chapter [...]opean Commercial Real Estate CDOs (Chris van Heerden)

Chapter 18. Government National Mortgage Association Multifamily Deals (Brian P. Lancaster, Anthony G. Butler, Landon C. Frerich, and Stephen P. Mayeux)

Section Five: Commercial ABS.

Chapter 19. Aircraft-Backed Debt Securities (Chris van Heerden)

Chapter 20. Intermodal Equipment Securitization (Chris van Heerden)

Chapter 21. Life Insurance Reserve Securitization (Chris van Heerden)

Index.
Details
Erscheinungsjahr: 2008
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 544
Inhalt: 544 S.
ISBN-13: 9780470129852
ISBN-10: 0470129859
Sprache: Englisch
Herstellernummer: 14512985000
Einband: Gebunden
Autor: Lancaster, Brian P
Schultz, Glenn M
Fabozzi, Frank J
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 34 mm
Von/Mit: Brian P Lancaster (u. a.)
Erscheinungsdatum: 01.03.2008
Gewicht: 0,931 kg
preigu-id: 101883795
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