Global Securitisation and CDOs
Home > Business and Economics > Finance and accounting > Finance and the finance industry > Global Securitisation and CDOs: (260 The Wiley Finance Series)
Global Securitisation and CDOs: (260 The Wiley Finance Series)

Global Securitisation and CDOs: (260 The Wiley Finance Series)


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

Table of Contents:
Preface. About the Author. 1 Introduction. 1.1 Forms of securitisation. 1.2 Rationale for securitisation. 1.3 Global ABS markets. 2 Rating and Credit Structure. 2.1 Rating agencies. 2.2 Credit enhancement and liquidity. 2.3 Hedging and prepayment risk. 3 Deal Structure. 3.1 Ring-fencing and true sale. 3.2 SPVs and trusts. 3.3 Offshore centers. 3.4 Commonly used offshore jurisdictions. 3.5 Bonds and CP funding. 3.6 Securities laws. 3.7 US securities laws. 3.8 UK securities laws. 3.9 EU securities laws. 3.10 Tax treatment. 3.11 Accounting treatment. 3.12 Capital treatment. 3.13 Data and consumer regulation. 3.14 Regulatory approvals. 3.15 Administration and systems. 4 Investor Concerns. 4.1 Investor credit analysis. 4.2 Eligibility criteria. 4.3 Cash flow waterfall. 4.4 Bond pricing and valuation. 4.5 Performance and reporting. 5 Asset Classes. 5.1 ABS: Commercial and EETCs. 5.2 ABS: Consumer and credit cards. 5.3 Collateralised debt obligations. 5.4 Commercial mortgage-backed securities. 5.5 Covered bonds and Pfandbriefe. 5.6 Future flows. 5.7 Non-performing loans. 5.8 Real estate investment trusts. 5.9 Repackagings. 5.10 Residential mortgage-backed securities. 5.11 Trade receivables. 5.12 Whole business securitisation. 6 Opportunities and Challenges. 6.1 Introduction. 6.2 Significance of accounting and capital off-balance-sheet reform. 6.3 New Basel Accord. 7 Synthetics and Credit Derivatives. 7.1 Synthetic securitisation: Credit derivatives. 7.2 Super-senior pieces. 7.3 Pros and cons of synthetic securitisations for investors. 7.4 Terminology and types of credit derivative. 7.5 Use and pricing for credit derivatives. 7.6 Structure and concerns. 7.7 Regulatory capital advantages of synthetics. 7.8 International capital treatment for credit derivatives. 8 Whole Business Securitisation. 8.1 Benefits and requirements of whole business deals. 8.2 Structures. 8.3 Corporate valuation. 8.4 Rating analysis. 8.5 Feasibility in different countries. 8.6 Threats to whole business technology. 9 The European Union. 9.1 Ring-fencing and true sale. 9.2 Securities laws. 9.3 Tax treatment. 9.4 Accounting treatment. 9.5 Capital treatment. 9.6 Data protection/confidentiality. 9.7 Consumer protection. 9.8 Other issues. 10 Accounting for Securitisation. 10.1 US accounting standards. 10.2 UK accounting standards. 10.3 International Accounting Standards. 10.4 The influence of the European Union. 11 Capital. 11.1 Banking book. 11.2 Trading book. 11.3 New Basel Accord. 11.4 Basel capital arbitrage. 11.5 Off-balance-sheet treatment under Basel. 11.6 Basel capital treatment and new Basel proposals. 11.7 Capital for banking book exposures. 11.8 Capital for trading book exposures. 12 Global Securitisation Markets. 12.1 Argentina. 12.2 Australia. 12.3 Austria. 12.4 Belgium. 12.5 Bolivia. 12.6 Brazil. 12.7 Canada. 12.8 Chile. 12.9 China. 12.10 Colombia. 12.11 Czech Republic. 12.12 Denmark. 12.13 Egypt. 12.14 Finland. 12.15 France. 12.16 Germany. 12.17 Greece. 12.18 Hong Kong SAR. 12.19 Hungary. 12.20 India. 12.21 Indonesia. 12.22 Ireland. 12.23 Israel. 12.24 Italy. 12.25 Japan. 12.26 Korea. 12.27 Luxembourg. 12.28 Malaysia. 12.29 Mexico. 12.30 The Netherlands. 12.31 New Zealand. 12.32 Norway. 12.33 Pakistan. 12.34 Panama. 12.35 Paraguay. 12.36 Peru. 12.37 The Philippines. 12.38 Poland. 12.39 Portugal. 12.40 Russia. 12.41 Scotland. 12.42 Singapore. 12.43 South Africa. 12.44 Spain. 12.45 Sweden. 12.46 Switzerland. 12.47 Taiwan. 12.48 Thailand. 12.49 Turkey. 12.50 United Kingdom. 12.51 United States. 12.52 Venezuela. 13 Terminology in the Securitisation and Derivatives Markets. References. Index.

About the Author :
JOHN DEACON is Executive Director and Head of Debt Principal Finance at UBS in London where he focuses on asset-backed investment opportunities for the Euro 3 billion Brooklands Synthetic CDO series originated by UBS Principal Finance in London since 2001. He is also a co-founder of the ThorABS asset-backed securities website (www.ThorABS.com). Prior to joining UBS he was Head of Principal Finance at Greenwich NatWest, where he was responsible for the acquisition and restructuring of performing and non-performing assets for the balance sheet of the bank. Mr. Deacon has worked as a securitisation, principal finance and derivatives specialist in the European and Asian markets as an investor, issuer, investment banker and lawyer in London, Paris and Hong Kong. He has extensive global securitisation and principal finance experience from transactions in France, Hong Kong, Indonesia, Italy, Spain, Thailand and the UK and structuring in Germany, Japan, Korea, the Netherlands, Singapore, Sweden and the Philippines, for products as diverse as: Principal finance Non-performing loans Whole business Commercial mortgages Synthetics Residential mortgages Credit derivatives Auto leases and hire purchase contracts Structured derivatives Trade receivables Bond repackagings Multi-family residential real estate CDO structures Commercial real estate Commercial paper conduits Nuclear moratorium credits Asset-backed MTN programmes PFI receivables Mr. Deacon qualified as a lawyer at Clifford Chance. He is a Solicitor of the Supreme Court in England and Wales, a Solicitor of the Supreme Court in Hong Kong and an ACIB and has written articles for the International Securitisation Report and for the International Securitization & Structured Finance Report. He has spoken at seminars and workshops for securitisation and credit derivatives industry professionals organised by Euromoney, AIC Conferences, ICC and Futures & Options World.


Best Sellers


Product Details
  • ISBN-13: 9780470300596
  • Publisher: John Wiley & Sons Inc
  • Publisher Imprint: John Wiley & Sons Inc
  • Language: English
  • Series Title: 260 The Wiley Finance Series
  • ISBN-10: 0470300590
  • Publisher Date: 10 Dec 2007
  • Binding: Digital (delivered electronically)
  • No of Pages: 688


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Global Securitisation and CDOs: (260 The Wiley Finance Series)
John Wiley & Sons Inc -
Global Securitisation and CDOs: (260 The Wiley Finance Series)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Global Securitisation and CDOs: (260 The Wiley Finance Series)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!