The Structured Credit Handbook

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The Structured Credit Handbook

Arvind Rajan,Glen McDermott,Ratul Roy
The Structured Credit Handbook Book PDF

Author : Arvind Rajan,Glen McDermott,Ratul Roy
Publisher : John Wiley & Sons
Page : 544 pages
File Size : 53,8 Mb
Release : 2007-03-31
Category : Business & Economics
ISBN : 9780470100080

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The Structured Credit Handbook by Arvind Rajan,Glen McDermott,Ratul Roy Pdf

The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes. Filled with in-depth insight and expert advice, The Structured Credit Handbook covers all aspects of the synthetic arbitrage CDO market, including new instruments such as CDO2. Readers will also gain a firm understanding of the investment rationale, risks, and rewards associated with CDO investments through this valuable resource. The exploding use of credit derivatives and collateralized debt obligations (CDOs) has transformed the world of credit, creating an $18 trillion market almost overnight and resulting in innumerable investment and career opportunities globally. The Structured Credit Handbook provides the reader with a comprehensive and clear roadmap to today's new credit landscape. The full spectrum of structured credit products, from single-name CDS to CDOs, is explained in a simple, clear fashion that is free from the financial jargon and mathematical complexity which characterize many other derivative texts. The handbook begins with an in-depth explanation of the building blocks of the structured credit markets, single-name default swaps and indexes, and it culminates with complex products such as credit options, synthetic tranches, CDOs based on bank loans and asset-backed securities, and CDO-squareds. Written by experienced practitioners who have participated in this market since its infancy, each of the thirteen chapters introduces and analyzes a new product and explains its practical applications. A rich set of real-life case studies illustrate the application of each product in a concrete market setting. The book may be used in a semester-long course on structured credit as part of a business or finance curriculum. Whether you are a market professional, a university student or faculty member, or simply a financially savvy layperson, look no further for an up-to-date and thorough introduction to this rapidly growing and exciting field. Dr. Arvind Rajan, Managing Director, Citigroup Global Markets, is engaged in proprietary trading of Structured Credit products, and until recently, was global head of Structured Credit Research and Strategy at Citigroup. Glen McDermott (New York, NY) is Director of Fixed Income Sales and the former head of CDO Research at Citigroup Global Markets Inc. Ratul Roy is head of CDO Strategy for Citigroup Global Markets and has spent the prior nine years in structuring or analyzing CDOs and other structured credit products.

Structured Credit Handbook Custom Edition

Rajan
Structured Credit Handbook Custom Edition Book PDF

Author : Rajan
Publisher : Unknown
Page : 0 pages
File Size : 46,7 Mb
Release : 2007-09
Category : Electronic
ISBN : 0470231475

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Structured Credit Handbook Custom Edition by Rajan Pdf

The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes. Filled with in-depth insight and expert advice, The Structured Credit Handbook covers all aspects of the synthetic arbitrage CDO market, including new instruments such as CDO2. Readers will also gain a firm understanding of the investment rationale, risks, and rewards associated with CDO investments through this valuable resource. The exploding use of credit derivatives and collateralized debt obligations (CDOs) has transformed the world of credit, creating an $18 trillion market almost overnight and resulting in innumerable investment and career opportunities globally. The Structured Credit Handbook provides the reader with a comprehensive and clear roadmap to today's new credit landscape. The full spectrum of structured credit products, from single-name CDS to CDOs, is explained in a simple, clear fashion that is free from the financial jargon and mathematical complexity which characterize many other derivative texts. The handbook begins with an in-depth explanation of the building blocks of the structured credit markets, single-name default swaps and indexes, and it culminates with complex products such as credit options, synthetic tranches, CDOs based on bank loans and asset-backed securities, and CDO-squareds. Written by experienced practitioners who have participated in this market since its infancy, each of the thirteen chapters introduces and analyzes a new product and explains its practical applications. A rich set of real-life case studies illustrate the application of each product in a concrete market setting. The book may be used in a semester-long course on structured credit as part of a business or finance curriculum. Whether you are a market professional, a university student or faculty member, or simply a financially savvy layperson, look no further for an up-to-date and thorough introduction to this rapidly growing and exciting field. Dr. Arvind Rajan, Managing Director, Citigroup Global Markets, is engaged in proprietary trading of Structured Credit products, and until recently, was global head of Structured Credit Research and Strategy at Citigroup. Glen McDermott (New York, NY) is Director of Fixed Income Sales and the former head of CDO Research at Citigroup Global Markets Inc. Ratul Roy is head of CDO Strategy for Citigroup Global Markets and has spent the prior nine years in structuring or analyzing CDOs and other structured credit products.

Credit Derivatives and Structured Credit

Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
Credit Derivatives and Structured Credit Book PDF

Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
Publisher : John Wiley & Sons
Page : 294 pages
File Size : 45,5 Mb
Release : 2006-06-14
Category : Business & Economics
ISBN : 9780470026236

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Credit Derivatives and Structured Credit by Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz Pdf

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

Handbook of Structured Financial Products

Frank J. Fabozzi
Handbook of Structured Financial Products Book PDF

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 544 pages
File Size : 45,9 Mb
Release : 1998-09-15
Category : Business & Economics
ISBN : 1883249430

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Handbook of Structured Financial Products by Frank J. Fabozzi Pdf

Finance professionals will welcome Frank Fabozzi's Handbook of Structured Finance Products. This one-of-a-kind guide helps you stay on top of continuing developments in the U.S. structured finance product field-as well as developments concerning these products in overseas markets. Here, Fabozzi assembles a roster of highly regarded professionals who provide their findings and opinions on a multitude of investment subjects.

Structured Products and Related Credit Derivatives

Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi
Structured Products and Related Credit Derivatives Book PDF

Author : Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 545 pages
File Size : 40,8 Mb
Release : 2008-06-20
Category : Business & Economics
ISBN : 9780470369234

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Structured Products and Related Credit Derivatives by Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi Pdf

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.

The Handbook of Structured Finance

Arnaud de Servigny,Norbert Jobst
The Handbook of Structured Finance Book PDF

Author : Arnaud de Servigny,Norbert Jobst
Publisher : McGraw Hill Professional
Page : 793 pages
File Size : 49,9 Mb
Release : 2007-02-14
Category : Business & Economics
ISBN : 9780071508841

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The Handbook of Structured Finance by Arnaud de Servigny,Norbert Jobst Pdf

Structured finance is a $2 trillion market used by all major institutional investors Both authors are highly regarded structured finance experts from Standard & Poor’s Features Standard & Poor’s exclusive techniques in default risk models and cash-flow models

The Handbook of European Structured Financial Products

Frank J. Fabozzi,Moorad Choudhry
The Handbook of European Structured Financial Products Book PDF

Author : Frank J. Fabozzi,Moorad Choudhry
Publisher : John Wiley & Sons
Page : 803 pages
File Size : 55,8 Mb
Release : 2004-02-19
Category : Business & Economics
ISBN : 9780471662075

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The Handbook of European Structured Financial Products by Frank J. Fabozzi,Moorad Choudhry Pdf

The first comprehensive account of the European structured financial products market This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more. Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JPMorgan Chase Bank.

Mastering Credit Derivatives

Andrew Kasapis
Mastering Credit Derivatives Book PDF

Author : Andrew Kasapis
Publisher : Pearson UK
Page : 297 pages
File Size : 42,5 Mb
Release : 2013-10-03
Category : Business & Economics
ISBN : 9780273747116

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Mastering Credit Derivatives by Andrew Kasapis Pdf

This second edition of Mastering Credit Derivatives has been completely revised to include new movements in the world of finance. The first part of the book is set aside as a condensed, updated version of the previous edition whereas the next two thirds are dedicated to recent innovations such as Structured Credit Derivatives and Greeks and Tranche Sensitivity. The book is written on a purely ‘need to know’ basis, avoiding the archaic, theoretical and excessively mathematical concepts. Input from market practitioners offers valuable insight into where they believe the market is headed in the future. Derivatives is a huge area, thought to be worth trillions of pounds. With new products being constantly introduced, it is important to keep up-to-date with its rapid growth.

Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

Greg N. Gregoriou,Paul U. Ali
Credit Derivatives Handbook Global Perspectives Innovations and Market Drivers Book PDF

Author : Greg N. Gregoriou,Paul U. Ali
Publisher : McGraw Hill Professional
Page : 528 pages
File Size : 45,7 Mb
Release : 2008-07-31
Category : Business & Economics
ISBN : 9780071549530

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Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers by Greg N. Gregoriou,Paul U. Ali Pdf

The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

The Handbook of Credit Risk Management

Sylvain Bouteille,Diane Coogan-Pushner
The Handbook of Credit Risk Management Book PDF

Author : Sylvain Bouteille,Diane Coogan-Pushner
Publisher : John Wiley & Sons
Page : 44 pages
File Size : 41,7 Mb
Release : 2012-12-17
Category : Business & Economics
ISBN : 9781118300206

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The Handbook of Credit Risk Management by Sylvain Bouteille,Diane Coogan-Pushner Pdf

A comprehensive guide to credit risk management The Handbook of Credit Risk Management presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed roadmap for managing beyond the financial analysis of individual transactions and counterparties. Written in a straightforward and accessible style, the authors outline how to manage a portfolio of credit exposures--from origination and assessment of credit fundamentals to hedging and pricing. The Handbook is relevant for corporations, pension funds, endowments, asset managers, banks and insurance companies alike. Covers the four essential aspects of credit risk management: Origination, Credit Risk Assessment, Portfolio Management and Risk Transfer. Provides ample references to and examples of credit market services as a resource for those readers having credit risk responsibilities. Designed for busy professionals as well as finance, risk management and MBA students. As financial transactions grow more complex, proactive management of credit portfolios is no longer optional for an institution, but a matter of survival.

Credit Derivatives and Synthetic Structures

Janet M. Tavakoli
Credit Derivatives and Synthetic Structures Book PDF

Author : Janet M. Tavakoli
Publisher : John Wiley & Sons
Page : 328 pages
File Size : 53,5 Mb
Release : 2001-07-16
Category : Business & Economics
ISBN : 047141266X

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Credit Derivatives and Synthetic Structures by Janet M. Tavakoli Pdf

Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book." --Merton H. Miller, winner, Nobel Prize in Economics, 1990 "Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . ."--Carl V. Schuman, Manager, Credit Derivatives, West LB New York Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative.

Structured Credit Products

Moorad Choudhry
Structured Credit Products Book PDF

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 628 pages
File Size : 47,8 Mb
Release : 2011-09-20
Category : Business & Economics
ISBN : 9781118177136

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Structured Credit Products by Moorad Choudhry Pdf

Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralized debt obligations. This new edition features updated case studies from Europe and Asia, the latest developments in synthetic structures, the impact of the subprime meltdown, along with models and teaching aids. Moorad Choudhry returns with this excellent update of the credit derivatives market. The second edition of his classic work is, like the subject matter itself, at the forefront of the financial industry. It deserves a wide readership. —Dr Didier Joannas Regional Director, Thomson Reuters, Hong Kong This is the perfect companion for both experienced and entry level professionals working in the structured credit fraternity. It is an erudite, insightful and enjoyable read that successfully demystifies one of the most topical subject areas in banking today, while also providing important practical examples that link the theory to the job itself. —Dr James Berriman Global Pricing Unit, Royal Bank of Scotland Moorad Choudhry has earned a deserved reputation from both academics and practitioners as one of the leading practical yet rigorous authors of finance books. In this Second Edition, his practical knowledge of credit derivatives keeps the audience engaged with straightforward explanations of complicated structures, and an accessible level of mathematical sophistication necessary to understand structured credit products. The author offers complete, rigorous analysis while avoiding overuse of mathematical formulas and carefully balanced practical and theoretical aspects of the subject. I strongly recommend this book for those wishing to gain an intuitive understanding of structured credit products, from practitioners to students of finance! —Mohamoud Barre Dualeh Senior Product Developer, Abu Dhabi Commercial Bank, UAE This is THE book for credit derivative trading. From first steps to advanced trading strategies, this is invaluable. Well written and insightful, perfect for ad hoc reference or reading cover to cover. —Andrew Benson ETF Market Making, KBC Peel Hunt, London Professor Choudhry has inspired me to really get into credit derivatives. It’s great to be lectured by someone with such energy and practical hands-on experience, as well as the ability to get stuck into the details. —George Whicheloe Equity-Linked Technology, Merrill Lynch, London Moorad Choudhry is Head of Treasury at Europe Arab Bank plc in London. He is a Visiting Professor at the Department of Economics at London Metropolitan University.

Introduction to Structured Finance

Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry
Introduction to Structured Finance Book PDF

Author : Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry
Publisher : John Wiley & Sons
Page : 400 pages
File Size : 50,6 Mb
Release : 2007-01-09
Category : Business & Economics
ISBN : 9780470107805

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Introduction to Structured Finance by Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry Pdf

Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in one place—and an excellent opportunity to enhance your understanding of finance.

Structured Credit Portfolio Analysis, Baskets and CDOs

Christian Bluhm,Ludger Overbeck
Structured Credit Portfolio Analysis Baskets and CDOs Book PDF

Author : Christian Bluhm,Ludger Overbeck
Publisher : CRC Press
Page : 376 pages
File Size : 45,6 Mb
Release : 2006-09-29
Category : Business & Economics
ISBN : 9781420011470

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Structured Credit Portfolio Analysis, Baskets and CDOs by Christian Bluhm,Ludger Overbeck Pdf

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a stead

Structured Finance and Collateralized Debt Obligations

Janet M. Tavakoli
Structured Finance and Collateralized Debt Obligations Book PDF

Author : Janet M. Tavakoli
Publisher : John Wiley & Sons
Page : 590 pages
File Size : 41,7 Mb
Release : 2008-09-22
Category : Business & Economics
ISBN : 9780470443446

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Structured Finance and Collateralized Debt Obligations by Janet M. Tavakoli Pdf

An up-to-date look at the exploding CDO and structured credit products market In this fully updated Second Edition, financial expert Janet Tavakoli provides readers with a comprehensive look at the CDO and structured credit products market amid recent developments. In addition to a detailed overview of the market, this book presents key issues in valuing structured financial products and important quality control issues. Tavakoli shares her experiences in this field, as she examines important securitization topics, including the huge increase in CDO arbitrage created by synthetics, the tranches most at risk from new technology, dumping securitizations on bank balance sheets, the abuse of offshore vehicles by companies, the role of hedge funds, critical issues with subprime, Alt-A, and prime mortgage securitizations, and securitizations made possible by new securitization techniques and the Euro. While providing an overview of the market and its dynamic growth, Tavakoli takes the time to explore the types of products now offered, new hedging techniques, and valuation and risk/return issues associated with investment in CDOs and synthetic CDOs.