Securitisation swaps : a practitioner 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, trad...

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Bibliographic Details
Main Authors:	Aarons, Mark, 1975- (Author), Ender, Vlad, 1974- (Author), Wilkinson, Andrew, 1979- (Author)
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, United Kingdom : John Wiley & Sons Ltd, 2019.
Series:	Wiley finance series.
Subjects:	Derivative securities > Handbooks, manuals, etc. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Overview of structured funding
Asset-backed debt structures
Swaps in structured funding
Swap prepayment risk
Swap extension risk
Downgrade risk
Deal management.