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The Resource Securitisation swaps : a practitioner's handbook, Mark Aarons, Vlad Ender, Andrew Wilkinson

Securitisation swaps : a practitioner's handbook, Mark Aarons, Vlad Ender, Andrew Wilkinson

Label
Securitisation swaps : a practitioner's handbook
Title
Securitisation swaps
Title remainder
a practitioner's handbook
Statement of responsibility
Mark Aarons, Vlad Ender, Andrew Wilkinson
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
Securitisation Swaps is a complete practitioner’s guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders, originators, issuers and lawyers a common reference for understanding their shared objective. Broad in scope to provide a common-ground perspective - yet detailed enough to promote full understanding - the discussion takes a distinctly cross-disciplinary approach that encompasses the multi-faceted knowledge base required to successfully execute these complex trades. Despite the fact that the size of the market is trillions of dollars in notional principal, securitisation swaps have thus far been neglected in both academic and practitioner literature. The numerous stakeholders that work together on these complex deals will all greatly benefit from a thorough understanding of their underlying risks and gain deep insight into the perspectives of each stakeholder. --
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorDate
1975-
http://library.link/vocab/creatorName
Aarons, Mark
Index
index present
Literary form
non fiction
Nature of contents
  • bibliography
  • handbooks
http://library.link/vocab/relatedWorkOrContributorDate
  • 1974-
  • 1979-
http://library.link/vocab/relatedWorkOrContributorName
  • Ender, Vlad
  • Wilkinson, Andrew
Series statement
Wiley finance series
http://library.link/vocab/subjectName
Derivative securities
Label
Securitisation swaps : a practitioner's handbook, Mark Aarons, Vlad Ender, Andrew Wilkinson
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Overview of structured funding -- Asset-backed debt structures -- Swaps in structured funding -- Swap prepayment risk -- Swap extension risk -- Downgrade risk -- Deal management
Control code
on1057242247
Dimensions
22 cm.
Extent
xix, 211 pages
Isbn
9781119532279
Media category
unmediated
Media MARC source
rdamedia
System control number
(OCoLC)1057242247
Label
Securitisation swaps : a practitioner's handbook, Mark Aarons, Vlad Ender, Andrew Wilkinson
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Overview of structured funding -- Asset-backed debt structures -- Swaps in structured funding -- Swap prepayment risk -- Swap extension risk -- Downgrade risk -- Deal management
Control code
on1057242247
Dimensions
22 cm.
Extent
xix, 211 pages
Isbn
9781119532279
Media category
unmediated
Media MARC source
rdamedia
System control number
(OCoLC)1057242247

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