Free Delivery on orders over $25*

      • All Products
      • Paperback
      • Hardcover
      • eBook
      • Audiobook

    Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation

    By: Sylvain Raynes

    Date Released

    Instant Download

    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.

    You might also like

    Accepted Payments
    QBD Proudly Supports

    Need help? Call us on (07) 3291 7444