Asset-Backed Securities

Front Cover
Anand K. Bhattacharya, Frank J. Fabozzi, CFA
John Wiley & Sons, Sep 15, 1996 - Business & Economics - 410 pages
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Asset-Backed Securities provides comprehensive coverage of the major asset-backed securities, structuring issues, and relative value analysis from the leading experts in the field. Comprehensive coverage includes the expanding frontiers of asset securitization, introduction to ABS accounting, trends in the structuring of ABSs, and prepayment nomenclature in the ABS market.
 

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Contents

Securitization in Europe
21
Product Areas
63
Auto LoanBacked Securities
85
Manufactured Housing Securities
103
Analysis of Manufactured HousingBacked Securities
119
Introduction to the BC HomeEquity Loan Market
129
Evolution of the
137
Equipment LeaseBacked Securities
147
Structuring Considerations
237
A Rating Agency Perspective
269
Credit Enhancement in ABS Structures
277
Early Amortization Triggers
285
HomeEquity Loan Floaters
291
Dynamics of Cleanup Calls in ABS
299
ABSBPieces
305
Evaluation of ABS Prepayments 341
346

SBA LoanBacked Securities
169
The Securitization of HealthCare Receivables
179
The Commercial Property Market
187
Investing in InterestOnly Commercial
227
ZSpreads
357
Accounting Considerations
369
Index
383
Copyright

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About the author (1996)

Anand K. Bhattacharya is Senior Vice President and Director of Fixed Income Securities at Prudential Securities, Inc.

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management.

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