The Handbook of European Structured Financial Products Frank J Fabozzi Series 1st Edition by Frank Fabozzi , Moorad Choudhry ISBN 978-0471484158 0471484156
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Product details:
ISBN 10: 0471484156
ISBN 13: 978-0471484158
Author: Frank J. Fabozzi , Moorad Choudhry
The first comprehensive account of the European structured financial products market
This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more.
Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JPMorgan Chase Bank.
Table of contents:
PART ONE
Structured Finance and Securitisation
CHAPTER 1
Introduction Frank J. Fabozzi and Moorad Choudhry
CHAPTER 2
The Concept of Securitisation lain Barbour and Katie Hostalier
CHAPTER 3
Mechanics of Securitisation Alexander Batchvarov, Jenna Collins, and William Davies
CHAPTER 4
Credit Derivatives Primer Frank J. Fabozzi, Moorad Choudhry, Mark J.P. Anson, and Ren-Raw Chen
CHAPTER 5
True Sale versus Synthetics for MBS Transactions: The Investor Perspective lain Barbour, Katie Hostalier, and Jennifer Thym
CHAPTER 6
A Framework for Evaluating a Cash (“True Sale”) versus Synthetic Securitisation lain Barbour and Katie Hostalier
CHAPTER 7
Assessing Subordinated Tranches in ABS Capital Structure Alexander Batchvarov, Jenna Collins, and William Davies
CHAPTER 8
Key Consideration for Master Trust Structures Alexander Batchvarov, Jenna Collins, and William Davies
CHAPTER 9
Trust and Agency Services in the Debt Capital Markets
Nick Procter and Edmond Leedham
PART TWO
Asset-Backed Securities
CHAPTER 10
European Credit Card ABS
Markus Niemeier
CHAPTER 11
European Auto and Consumer Loan ABS
Markus Niemeier
CHAPTER 12
European Public Sector Securitisations
Christopher Flanagan, Edward Reardon, and Doreen Tan
CHAPTER 13
Italian Lease-Backed Securities
Andrew Dennis
CHAPTER 14
European Mezzanine Loan Securitisations Alexander Batchvarov, Jenna Collins, and William Davies
CHAPTER 15
Stock Securitisations
Carole Gintz
CHAPTER 16
Rating Trade Receivables Transactions Jean Dornhofer and Everett Rutan
CHAPTER 17
Moody’s Approach to Analysing Consumer Loan Securitisations Nikoletta Knapcsek and Valentina Varola
CHAPTER 18
Nonperforming Loan Securitisation and Moody’s Rating Methodology Antonio Serpico, Alex Cataldo, and Hernan Quipildor
PART THREE
Whole Business Securitisation
CHAPTER 19
Whole Business Securitisation Anant Ramgarhia, Miray Muminoglu, and Oleg Pankratov
CHAPTER 20
Principles for Analysing Corporate Securitisations Elena Folkerts-Landau, Pascal Bernous, Adele Archer, Anthony Flintoff, and Apea Koranteng
CHAPTER 21
Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations Blaise Ganguin, Apea Koranteng, Michael Wilkins, and Adele Archer
CHAPTER 22
Credit Analysis of Whole Business Securitisations Benedicte Pfister
CHAPTER 23
Securitisation of UK Pubs Andrew Dennis
PART FOUR
Mortgage-Backed Securities
CHAPTER 24
European Residential Mortgage-Backed Securities
Phil Adams
CHAPTER 25
Italian Residential Mortgage-Backed Securities
Andrew Dennis
CHAPTER 26
European Commercial Mortgage-Backed Securities
Phil Adams
CHAPTER 27
Rating Approach to European CMBS
Benedict Pfister
CHAPTER 28
Differentiating CMBS from Other Real Estate Securitised Financings Elena Folkerts-Landau, Clayton Hunt, Ronan Fox, Adele Archer, and lan Bell
CHAPTER 29
The German Pfandbrief and European Covered Bonds Market
Graham “Harry” Cross
PART FIVE
Collateralised Debt Obligations
CHAPTER 30
Structured Credit: Cash Flow and Synthetic CDOS Oldrich Masek and Moorad Choudhry
CHAPTER 31
Single-Tranche Synthetic CDOs
Barnaby Martin, Alexander Batchvarov, and Atish Kakodkar
CHAPTER 32
Rating Methodology for Collateralised Debt Obligations Henry Charpentier and Hernan Quipildor
CHAPTER 33
CLOs and CBOs for Project Finance Debt: Rating Considerations Arthur F. Simonson, William H Chew, and Henry Albulescu
CHAPTER 34
Independent Pricing of Synthetic CDOs Farooq Jaffrey and David Jefferds
PART SIX
Credit-Linked Notes and Repacks
CHAPTER 35
Credit-Linked Notes Moorad Choudhry and Frank J. Fabozzi
CHAPTER 36
Structured Credit Products and Repackaged Securities Alessandro Cocco
INDEX
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