Structured finance and collateralized debt obligations: new developments in cash and synthetic securitization
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2008
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents only Inhaltsverzeichnis |
| Beschreibung: | 1. Aufl. u.d.T.: Tavakoli, Janet M.: Collateralized debt obligations and structured finance |
| Beschreibung: | XXIII, 453 S. graph. Darst. |
| ISBN: | 9780470288948 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
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| 007 | t | ||
| 008 | 080917s2008 xxud||| |||| 00||| eng d | ||
| 010 | |a 2008008483 | ||
| 020 | |a 9780470288948 |c cloth |9 978-0-470-28894-8 | ||
| 035 | |a (OCoLC)212908774 | ||
| 035 | |a (DE-599)BVBBV035058236 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
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| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 100 | 1 | |a Tavakoli, Janet M. |e Verfasser |4 aut | |
| 240 | 1 | 0 | |a Collateralized debt obligations and structured finance |
| 245 | 1 | 0 | |a Structured finance and collateralized debt obligations |b new developments in cash and synthetic securitization |c Janet M. Tavakoli |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2008 | |
| 300 | |a XXIII, 453 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a 1. Aufl. u.d.T.: Tavakoli, Janet M.: Collateralized debt obligations and structured finance | ||
| 650 | 4 | |a Asset-backed financing |z United States | |
| 650 | 4 | |a Mortgage-backed securities |z United States | |
| 650 | 0 | 7 | |a Schuldverschreibung |0 (DE-588)4180132-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Collateralized debt obligation |0 (DE-588)7548936-3 |2 gnd |9 rswk-swf |
| 651 | 4 | |a USA | |
| 689 | 0 | 0 | |a Collateralized debt obligation |0 (DE-588)7548936-3 |D s |
| 689 | 0 | 1 | |a Schuldverschreibung |0 (DE-588)4180132-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy0814/2008008483-d.html |3 Publisher description | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy0814/2008008483-t.html |3 Table of contents only | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016726783&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016726783 | ||
Datensatz im Suchindex
| _version_ | 1804138001238851584 |
|---|---|
| adam_text | Contents
Pretace
хМ
Acronym Key
xix
ШРТБП
Securmzaflon Terminology
Τ
Simplified Cash CDO
4
The CDO Arbitrage
5
Structured Finance and Special Purpose Entities
7
SPCs and Historical Abuse
10
SPEs and SPVs
16
Documentation
18
Setup Costs
19
Example of a Multiple Issuance Entity
19
Cayman-Domiciled SPEs
22
Repackagings to Satisfy Investor Demand
24
Credit-Linked Notes and Funding Costs
25
Structured Floaters
27
Principal-Protected Notes
27
Loan Repackagings
28
Liquidity
29
Mismatched Maturities
29
Unwind Triggers Linked to Derivatives Transactions
30
DAX-Linked Note with Triggers
32
Ratings
34
Master Trusts
34
Owner Trusts
35
Grantor Trusts
36
Real Estate Mortgage Investment Conduits
36
Multiseller and Single-Seller Conduits
37
Vi
CONTENTS
Domestically Domiciled Corporations
39
Bankruptcy-Remote?
40
Enron, JPMorgan Chase, and Sureties
43
СНАРТШЗ
CradR Derivatives and Total Rate of Return Swaps
45
Risk to Portfolio Value
45
Credit Derivatives and Credit Default Swaps
47
Negotiated Language
49
Basis Risk: Persistent CDS Language Issues
49
Physical Settlement and Cash Settlement Negotiations
50
Digital, Binary, Zero-One, All-or-Nothing, or
Fixed Recovery Cash Settlement
52
Initial Value
χ
(Par
—
Market Value)
53
Normalized Price Method
—
Alternate Termination Payment
54
Hedge Costs in Cash and Synthetic CDOs
55
Deliverables: CDOs and the Cheapest-to-Deliver Option
55
Convertible Bonds and Asset Swaps
56
Negative Basis Trades
62
Default and Recovery Rate
62
The Default Protection Seller: Counterparty Credit
and Correlation
65
Default Language for Sovereign Debt
65
Default Language for Nonsovereign Debt: Controversy
and CDOs
66
CDS Pricing Issues
69
Synthetic CDOs
70
Total Rate of Return Swaps (Total Return Swaps)
72
Pricing TRORS on Levered CDO Tranches
74
TRORS versus
Repos
75
Equity TRORS: Corporate Loans Disguised as
Capital Injections
76
Information Asymmetry and Moral Hazard
78
CDS versus TRORS
78
Pay-as-You-Go
79
Indexes
81
СНАРТБМ
ѕшвпеаешедш
Markets
ss
Evolution of the CDO Market
84
Contents________________________________________________________________
Vil
CHAPTB5
Risk and Valuation Issues
91
The Portfolio Diversification Myth
91
Modern Portfolio Theory: Bane of CDOs
92
Abnormal Is Normal
96
Mark-to-Market Hazard
98
Cash Flow Hazard
99
Global Derivatives Risk
100
Loans and Leveraged Loans
101
The Leverage Paradox
103
New Structured Finance Deals
104
Fraud
104
Hedge Funds: A New Investor Class
107
Tavakoli s Law, Hedge Funds, and the Great Unwind
110
Brain Damage Theory
112
Dead Man s Curve and Leveraged Funds
113
Margin of Safety versus One-Sided Illiquid Leveraged Bets
114
CHAPTER
6
Early CDO Technology
117
True Sale Hybrid and Synthetic Structures
117
Credit Enhancement
119
Monoline
and Multiline Insurance
119
CDO Classification
121
Market Value CDOs
124
Cash Flow CDOs
124
The Origins of U.S. Securitization
126
Collateralized Mortgage Obligations
135
CHAPTER
7
Etrty Warning
Commerciai
НпяюіаІ
Services
143
Rating Agencies Failed Models
143
Anatomy of a Flawed Process
144
Terminology
145
Early Red Flags
147
CFS Gets Creative
149
Selling Out the Future
149
Ignoring an Audit Report
150
Lessons to Be Learned
151
Fallout from CFS s Bankruptcy
153
уЩ
_______________________________________________________CONTENTS
СНАРТШ8
Suöprime
affli
Att-A Mortgages: Collateral
Damage
155
Truthiness in
Lending and Borrowing
158
The Predators Fall
160
Classic
Ponzi
Scheme
162
Portfolio Risk
164
The Risk Managers Dilemma
164
How to Create a Securitization Disaster
165
Models versus Common Sense
167
Lack of Appropriate Due Diligence and/or Disclosure
172
Investors and Ratings
173
Hedge Funds and ABX Indexes: Alpha Bets
174
A Good Year (for Some)
177
BSAM s Hedge Funds Undone by Leverage
181
Bear Stearns Hedge Fund Lenders Bailout
184
Disclosure: Investor Fallout from the Mortgage Debacle
186
The First Thing We Do, Let s Kill All the Lawyers
188
Market Fallout from the Mortgage Debacle
190
Redlining and Red Ink
191
СНАРТШ8
Cash versus Synthetic Arbitrage CDOs
193
Comparison of Managed Arbitrage CDO Features:
Cash versus Synthetic Deals
193
The Arranger and the Manager
195
Mandate Agreement
196
Deal Assembly
197
CDS Language for the Synthetic CDO
197
Selecting the Portfolio and Impact on Rating
198
Rating Criteria and Restrictions
199
Substitution and Reinvestment Criteria
207
Warehousing Assets
207
Pricing and Closing
208
Ramping Up the Portfolio
208
Reinvestment Period
209
Noncall Period
209
Pay-Down Period
210
Weighted Average Life and Expected Final Maturity
210
Early Termination
210
Legal Final Maturity
211
Tranching and the Synthetic Arbitrage Advantage
211
Waterfalls for Cash versus Synthetic Arbitrage CDOs
212
Contents________________________________________________________ix
Payment-in-Kind
Tranches
218
Psychic
Ratings: Rating
Agency Treatment of
РІК
Tranches
218
The Super Senior Advantage
219
CDS versus Cash Asset Spreads
220
Hedging the CDO Portfolio Cash Flows
226
Settlement in Event of Default or Credit Event
233
Documentation
236
Cash versus Synthetic Arbitrage CDO Equity Cash Flows
236
Sample Cash Flows
237
Summary of Cash Arbitrage CDOs versus Synthetic
Arbitrage CDOs
246
CHAPTHtiO
CDO Equity Structures
247
Accruing Errors
250
Probability of Receipt
253
The Best and Worst Equity Investments
254
The Best Equity Earns All Residuals
256
Equity Investor Injects Cash as Overcollateralization
257
Rated Equity Earns Stated Coupon Appropriate to Rating
259
Rated Equity: Static Deal
260
Equity Investor Earns a Stated Coupon on the
Remaining Equity Investment
262
Moral Hazard and Conflict of Interest
268
Leveraging the Best: Unfunded Equity Investments
—
Ultimate Leverage
270
Actively Traded and Limited Substitution Synthetic
Arbitrage CDOs
273
Interest
Subparticipations:
When Equity Isn t First Loss
273
Participation Notes
276
Capped Participation Notes
278
Combination Notes
278
Investor Motivation
279
Principal-Protected Structures
280
First- (and nth-) to-Default Basket Swaps
282
First-to-Default Notes
290
The Smartest Equity Investment: Protection Money
290
CHAPram
COO Managers
281
Best Practices
292
The Valued Few
293
ХН
_____________________________________________________________________CONTENTS
Undercapitalized Financial Guarantors
422
Dicey Deals Done Dirt Cheap
422
Competitive Pressure
425
Uncertain Future
425
Countrywide s Bailout and Moral Hazard
426
СНЛРШМб
Futiré
Developments in Structured Finance
428
Regulatory Failure: Investors Are on Their Own
430
АРРВШХ
Interesting Web Sites
435
ВИИодгадпу
487
Μβχ
488
|
| adam_txt |
Contents
Pretace
хМ
Acronym Key
xix
ШРТБП
Securmzaflon Terminology
Τ
Simplified Cash CDO
4
The CDO Arbitrage
5
Structured Finance and Special Purpose Entities
7
SPCs and Historical Abuse
10
SPEs and SPVs
16
Documentation
18
Setup Costs
19
Example of a Multiple Issuance Entity
19
Cayman-Domiciled SPEs
22
Repackagings to Satisfy Investor Demand
24
Credit-Linked Notes and Funding Costs
25
Structured Floaters
27
Principal-Protected Notes
27
Loan Repackagings
28
Liquidity
29
Mismatched Maturities
29
Unwind Triggers Linked to Derivatives Transactions
30
DAX-Linked Note with Triggers
32
Ratings
34
Master Trusts
34
Owner Trusts
35
Grantor Trusts
36
Real Estate Mortgage Investment Conduits
36
Multiseller and Single-Seller Conduits
37
Vi
CONTENTS
Domestically Domiciled Corporations
39
Bankruptcy-Remote?
40
Enron, JPMorgan Chase, and Sureties
43
СНАРТШЗ
CradR Derivatives and Total Rate of Return Swaps
45
Risk to Portfolio Value
45
Credit Derivatives and Credit Default Swaps
47
Negotiated Language
49
Basis Risk: Persistent CDS Language Issues
49
Physical Settlement and Cash Settlement Negotiations
50
Digital, Binary, Zero-One, All-or-Nothing, or
Fixed Recovery Cash Settlement
52
Initial Value
χ
(Par
—
Market Value)
53
Normalized Price Method
—
Alternate Termination Payment
54
Hedge Costs in Cash and Synthetic CDOs
55
Deliverables: CDOs and the Cheapest-to-Deliver Option
55
Convertible Bonds and Asset Swaps
56
Negative Basis Trades
62
Default and Recovery Rate
62
The Default Protection Seller: Counterparty Credit
and Correlation
65
Default Language for Sovereign Debt
65
Default Language for Nonsovereign Debt: Controversy
and CDOs
66
CDS Pricing Issues
69
Synthetic CDOs
70
Total Rate of Return Swaps (Total Return Swaps)
72
Pricing TRORS on Levered CDO Tranches
74
TRORS versus
Repos
75
Equity TRORS: Corporate Loans Disguised as
Capital Injections
76
Information Asymmetry and Moral Hazard
78
CDS versus TRORS
78
Pay-as-You-Go
79
Indexes
81
СНАРТБМ
ѕшвпеаешедш
Markets
ss
Evolution of the CDO Market
84
Contents_
Vil
CHAPTB5
Risk and Valuation Issues
91
The Portfolio Diversification Myth
91
Modern Portfolio Theory: Bane of CDOs
92
Abnormal Is Normal
96
Mark-to-Market Hazard
98
Cash Flow Hazard
99
Global Derivatives Risk
100
Loans and Leveraged Loans
101
The Leverage Paradox
103
New Structured Finance Deals
104
Fraud
104
Hedge Funds: A New Investor Class
107
Tavakoli's Law, Hedge Funds, and the Great Unwind
110
Brain Damage Theory
112
Dead Man's Curve and Leveraged Funds
113
Margin of Safety versus One-Sided Illiquid Leveraged Bets
114
CHAPTER
6
Early CDO Technology
117
True Sale Hybrid and Synthetic Structures
117
Credit Enhancement
119
Monoline
and Multiline Insurance
119
CDO Classification
121
Market Value CDOs
124
Cash Flow CDOs
124
The Origins of U.S. Securitization
126
Collateralized Mortgage Obligations
135
CHAPTER
7
Etrty Warning
Commerciai
НпяюіаІ
Services
143
Rating Agencies' Failed Models
143
Anatomy of a Flawed Process
144
Terminology
145
Early Red Flags
147
CFS Gets Creative
149
Selling Out the Future
149
Ignoring an Audit Report
150
Lessons to Be Learned
151
Fallout from CFS's Bankruptcy
153
уЩ
_CONTENTS
СНАРТШ8
Suöprime
affli
Att-A Mortgages: Collateral
Damage
155
Truthiness in
Lending and Borrowing
158
The Predators Fall
160
Classic
Ponzi
Scheme
162
Portfolio Risk
164
The Risk Managers' Dilemma
164
How to Create a Securitization Disaster
165
Models versus Common Sense
167
Lack of Appropriate Due Diligence and/or Disclosure
172
Investors and Ratings
173
Hedge Funds and ABX Indexes: Alpha Bets
174
A Good Year (for Some)
177
BSAM's Hedge Funds Undone by Leverage
181
Bear Stearns' Hedge Fund Lenders Bailout
184
Disclosure: Investor Fallout from the Mortgage Debacle
186
"The First Thing We Do, Let's Kill All the Lawyers"
188
Market Fallout from the Mortgage Debacle
190
Redlining and Red Ink
191
СНАРТШ8
Cash versus Synthetic Arbitrage CDOs
193
Comparison of Managed Arbitrage CDO Features:
Cash versus Synthetic Deals
193
The Arranger and the Manager
195
Mandate Agreement
196
Deal Assembly
197
CDS Language for the Synthetic CDO
197
Selecting the Portfolio and Impact on Rating
198
Rating Criteria and Restrictions
199
Substitution and Reinvestment Criteria
207
Warehousing Assets
207
Pricing and Closing
208
Ramping Up the Portfolio
208
Reinvestment Period
209
Noncall Period
209
Pay-Down Period
210
Weighted Average Life and Expected Final Maturity
210
Early Termination
210
Legal Final Maturity
211
Tranching and the Synthetic Arbitrage Advantage
211
Waterfalls for Cash versus Synthetic Arbitrage CDOs
212
Contents_ix
Payment-in-Kind
Tranches
218
Psychic
Ratings: Rating
Agency Treatment of
РІК
Tranches
218
The Super Senior Advantage
219
CDS versus Cash Asset Spreads
220
Hedging the CDO Portfolio Cash Flows
226
Settlement in Event of Default or Credit Event
233
Documentation
236
Cash versus Synthetic Arbitrage CDO Equity Cash Flows
236
Sample Cash Flows
237
Summary of Cash Arbitrage CDOs versus Synthetic
Arbitrage CDOs
246
CHAPTHtiO
CDO Equity Structures
247
Accruing Errors
250
Probability of Receipt
253
The Best and Worst Equity Investments
254
The Best Equity Earns All Residuals
256
Equity Investor Injects Cash as Overcollateralization
257
Rated Equity Earns Stated Coupon Appropriate to Rating
259
Rated Equity: Static Deal
260
Equity Investor Earns a Stated Coupon on the
Remaining Equity Investment
262
Moral Hazard and Conflict of Interest
268
Leveraging the Best: Unfunded Equity Investments
—
Ultimate Leverage
270
Actively Traded and Limited Substitution Synthetic
Arbitrage CDOs
273
Interest
Subparticipations:
When Equity Isn't First Loss
273
Participation Notes
276
Capped Participation Notes
278
Combination Notes
278
Investor Motivation
279
Principal-Protected Structures
280
First- (and nth-) to-Default Basket Swaps
282
First-to-Default Notes
290
The Smartest Equity Investment: Protection Money
290
CHAPram
COO Managers
281
Best Practices
292
The Valued Few
293
ХН
_CONTENTS
Undercapitalized Financial Guarantors
422
Dicey Deals Done Dirt Cheap
422
Competitive Pressure
425
Uncertain Future
425
Countrywide's Bailout and Moral Hazard
426
СНЛРШМб
Futiré
Developments in Structured Finance
428
Regulatory Failure: Investors Are on Their Own
430
АРРВШХ
Interesting Web Sites
435
ВИИодгадпу
487
Μβχ
488 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Tavakoli, Janet M. |
| author_facet | Tavakoli, Janet M. |
| author_role | aut |
| author_sort | Tavakoli, Janet M. |
| author_variant | j m t jm jmt |
| building | Verbundindex |
| bvnumber | BV035058236 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4028 |
| callnumber-raw | HG4028.A84 |
| callnumber-search | HG4028.A84 |
| callnumber-sort | HG 44028 A84 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 |
| ctrlnum | (OCoLC)212908774 (DE-599)BVBBV035058236 |
| dewey-full | 332.63/2044 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2044 |
| dewey-search | 332.63/2044 |
| dewey-sort | 3332.63 42044 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV035058236 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:59:26Z |
| indexdate | 2024-07-09T21:21:15Z |
| institution | BVB |
| isbn | 9780470288948 |
| language | English |
| lccn | 2008008483 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016726783 |
| oclc_num | 212908774 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-945 DE-19 DE-BY-UBM |
| owner_facet | DE-355 DE-BY-UBR DE-945 DE-19 DE-BY-UBM |
| physical | XXIII, 453 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Tavakoli, Janet M. Verfasser aut Collateralized debt obligations and structured finance Structured finance and collateralized debt obligations new developments in cash and synthetic securitization Janet M. Tavakoli 2. ed. Hoboken, NJ Wiley 2008 XXIII, 453 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance series 1. Aufl. u.d.T.: Tavakoli, Janet M.: Collateralized debt obligations and structured finance Asset-backed financing United States Mortgage-backed securities United States Schuldverschreibung (DE-588)4180132-5 gnd rswk-swf Collateralized debt obligation (DE-588)7548936-3 gnd rswk-swf USA Collateralized debt obligation (DE-588)7548936-3 s Schuldverschreibung (DE-588)4180132-5 s DE-604 http://www.loc.gov/catdir/enhancements/fy0814/2008008483-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy0814/2008008483-t.html Table of contents only Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016726783&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tavakoli, Janet M. Structured finance and collateralized debt obligations new developments in cash and synthetic securitization Asset-backed financing United States Mortgage-backed securities United States Schuldverschreibung (DE-588)4180132-5 gnd Collateralized debt obligation (DE-588)7548936-3 gnd |
| subject_GND | (DE-588)4180132-5 (DE-588)7548936-3 |
| title | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization |
| title_alt | Collateralized debt obligations and structured finance |
| title_auth | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization |
| title_exact_search | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization |
| title_exact_search_txtP | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization |
| title_full | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization Janet M. Tavakoli |
| title_fullStr | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization Janet M. Tavakoli |
| title_full_unstemmed | Structured finance and collateralized debt obligations new developments in cash and synthetic securitization Janet M. Tavakoli |
| title_short | Structured finance and collateralized debt obligations |
| title_sort | structured finance and collateralized debt obligations new developments in cash and synthetic securitization |
| title_sub | new developments in cash and synthetic securitization |
| topic | Asset-backed financing United States Mortgage-backed securities United States Schuldverschreibung (DE-588)4180132-5 gnd Collateralized debt obligation (DE-588)7548936-3 gnd |
| topic_facet | Asset-backed financing United States Mortgage-backed securities United States Schuldverschreibung Collateralized debt obligation USA |
| url | http://www.loc.gov/catdir/enhancements/fy0814/2008008483-d.html http://www.loc.gov/catdir/enhancements/fy0814/2008008483-t.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016726783&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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