Asset-backed credit derivatives: products, applications and markets
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Risk Books
2008
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 207 - 212 |
| Beschreibung: | XI, 221 S. graph. Darst. |
| ISBN: | 9781904339977 |
Internformat
MARC
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| 245 | 1 | 0 | |a Asset-backed credit derivatives |b products, applications and markets |c by Peter Nowell |
| 264 | 1 | |a London |b Risk Books |c 2008 | |
| 300 | |a XI, 221 S. |b graph. Darst. | ||
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| 500 | |a Literaturverz. S. 207 - 212 | ||
| 650 | 4 | |a Asset-backed financing | |
| 650 | 4 | |a Default (Finance) | |
| 650 | 4 | |a Derivative securities | |
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Datensatz im Suchindex
| _version_ | 1804137634668216320 |
|---|---|
| adam_text | Contents
List of Figures
vii
List of Tables
ix
About the Author
xi
1
Introduction
1
A brief history of securitisation
1
A brief history of credit derivatives
5
The start of credit derivatives on asset-backed securities
11
Market participants
14
2
Credit Default Swaps on Asset-Backed Securities
21
CDSs on CDOs
29
CDS on other
ABS
Categories
30
Old documentation trades
31
Uses for CDS on
ABS 33
Market strategies
46
3
Credit-Linked Notes and Total Return Swaps
49
Credit-linked notes
49
Total return swaps
56
4
Index Swaps
65
ABX
65
TABX
73
CMBX
75
ECMBX
78
5
Synthetic Securitisation
83
Synthetic RMBSs
83
Synthetic CMBSs
88
Synthetic collateralised loan obligations
90
Collateralised bond obligations
93
Counterparty risk securitisations
94
Other risk types
96
6
Synthetic CDOs
99
High-grade CDOs of ABSs
100
Hybrid CDOs
of ABSs
102
Cashflow and collateral triggers
103
Triggerless deals
104
The role of the manager
106
The role of the lead manager/underwriting bank
107
ABS
correlation
108
Principal finance CDOs of ABSs 111
CDO2 deals
112
Investment analysis for CDOs
113
7
Issues in Pricing and Modelling
125
Single-name CDS on
ABS 125
Cashflow and Hybrid CDOs of ABSs
131
Single-tranche CDO of
ABS 136
8
Investment Vehicles
143
Conduits
143
Structured investment vehicles
149
SlV-lites
156
Credit derivative product companies
158
9
Distressed Investments
165
Recent history
165
Distressed trading
182
Trade ideas
182
10
Conclusion
Lessons from corporate credit derivatives
191
ABS
correlation as a market
192
The on-balance-sheet future
193
Reforming the CDO of
ABS
market
195
Avoiding moral hazard
197
Avoiding legal hazards
197
Transparency and liquidity
198
The future of the monolines
199
Super-senior risk
202
Risk transfer
203
Particle-finance theory
203
Cross-asset trading
204
Summing up
205
References
207
Index
213
|
| adam_txt |
Contents
List of Figures
vii
List of Tables
ix
About the Author
xi
1
Introduction
1
A brief history of securitisation
1
A brief history of credit derivatives
5
The start of credit derivatives on asset-backed securities
11
Market participants
14
2
Credit Default Swaps on Asset-Backed Securities
21
CDSs on CDOs
29
CDS on other
ABS
Categories
30
Old documentation trades
31
Uses for CDS on
ABS 33
Market strategies
46
3
Credit-Linked Notes and Total Return Swaps
49
Credit-linked notes
49
Total return swaps
56
4
Index Swaps
65
ABX
65
TABX
73
CMBX
75
ECMBX
78
5
Synthetic Securitisation
83
Synthetic RMBSs
83
Synthetic CMBSs
88
Synthetic collateralised loan obligations
90
Collateralised bond obligations
93
Counterparty risk securitisations
94
Other risk types
96
6
Synthetic CDOs
99
High-grade CDOs of ABSs
100
Hybrid CDOs
of ABSs
102
Cashflow and collateral triggers
103
Triggerless deals
104
The role of the manager
106
The role of the lead manager/underwriting bank
107
ABS
correlation
108
Principal finance CDOs of ABSs 111
CDO2 deals
112
Investment analysis for CDOs
113
7
Issues in Pricing and Modelling
125
Single-name CDS on
ABS 125
Cashflow and Hybrid CDOs of ABSs
131
Single-tranche CDO of
ABS 136
8
Investment Vehicles
143
Conduits
143
Structured investment vehicles
149
SlV-lites
156
Credit derivative product companies
158
9
Distressed Investments
165
Recent history
165
Distressed trading
182
Trade ideas
182
10
Conclusion
Lessons from corporate credit derivatives
191
ABS
correlation as a market
192
The on-balance-sheet future
193
Reforming the CDO of
ABS
market
195
Avoiding moral hazard
197
Avoiding legal hazards
197
Transparency and liquidity
198
The future of the monolines
199
Super-senior risk
202
Risk transfer
203
Particle-finance theory
203
Cross-asset trading
204
Summing up
205
References
207
Index
213 |
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| illustrated | Illustrated |
| index_date | 2024-07-02T20:47:51Z |
| indexdate | 2024-07-09T21:15:25Z |
| institution | BVB |
| isbn | 9781904339977 |
| language | English |
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| physical | XI, 221 S. graph. Darst. |
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| spelling | Nowell, Peter Verfasser aut Asset-backed credit derivatives products, applications and markets by Peter Nowell London Risk Books 2008 XI, 221 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. 207 - 212 Asset-backed financing Default (Finance) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Asset-Backed Security (DE-588)4343344-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Derivat Wertpapier (DE-588)4381572-8 s Asset-Backed Security (DE-588)4343344-3 s Kapitalmarkt (DE-588)4029578-3 s b DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016488678&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Nowell, Peter Asset-backed credit derivatives products, applications and markets Asset-backed financing Default (Finance) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd Asset-Backed Security (DE-588)4343344-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4343344-3 (DE-588)4029578-3 (DE-588)4151278-9 |
| title | Asset-backed credit derivatives products, applications and markets |
| title_auth | Asset-backed credit derivatives products, applications and markets |
| title_exact_search | Asset-backed credit derivatives products, applications and markets |
| title_exact_search_txtP | Asset-backed credit derivatives products, applications and markets |
| title_full | Asset-backed credit derivatives products, applications and markets by Peter Nowell |
| title_fullStr | Asset-backed credit derivatives products, applications and markets by Peter Nowell |
| title_full_unstemmed | Asset-backed credit derivatives products, applications and markets by Peter Nowell |
| title_short | Asset-backed credit derivatives |
| title_sort | asset backed credit derivatives products applications and markets |
| title_sub | products, applications and markets |
| topic | Asset-backed financing Default (Finance) Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd Asset-Backed Security (DE-588)4343344-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Asset-backed financing Default (Finance) Derivative securities Derivat Wertpapier Asset-Backed Security Kapitalmarkt Einführung |
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