Securitisation swaps a practitioner's handbook
Develop the skillset essential to successful securitisation swaps management 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,...
| Other Authors: | , , |
|---|---|
| Format: | eBook |
| Language: | Inglés |
| Published: |
Chichester, West Sussex, United Kingdom :
Wiley
2019.
|
| Edition: | First edition |
| Series: | Wiley finance series.
|
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630367606719 |
Table of Contents:
- Introduction
- Overview of structured funding
- Asset-backed debt structures
- Swaps in structured funding
- Swap prepayment risk
- Swap extension risk
- Downgrade risk
- Deal management.
